how to insert into two tables from single query

You can not do in a one query but you can do it one transaction :)

As far as I know you are allowed to INSERT into or UPDATE one table per SQL statement. On the other hand, you can have multiple statements in a single query and separate the statement with a semi-colon ( ; ).

Or a snipplet that can help you:

BEGIN TRANSACTION; 
DECLARE @DataID int; 
INSERT INTO DataTable (Column1 ...) VALUES (....); 
SELECT @DataID = scope_identity(); 
INSERT INTO LinkTable VALUES (@ObjectID, @DataID); 
COMMIT; 

You need two separate INSERT statements, but it sounds like you want to get the IDENTITY from the first insert and use it in the second, in which case, you might want to look into OUTPUT or OUTPUT INTO:
REF: OUTPUT Clause (Transact-SQL)

Bur you can easily do that using SQL Parameterized Stored Procedures by Using the ODBC .NET Provider and Visual C# .NET

Another solution for Inserting data in multiple tables C#

Can you please give some example for this. What actually you need.? Please explain.