Since you say that no error code is generated I take it that the error succeeds. However you should double check that with the debugger.
One potential reason for not seeing the newly inserted data is that if the database file is included in your project, it will be copied to the output folder each time you compile the application thus overwriting all previous modifications.
To ensure that this does not happen, try moving the database file to a static folder outside your output path, for example to a directory like
and change the connection string to point to that location.
Dim sqlConnection As New System.Data.SqlClient.SqlConnection("Data Source=.\SQLEXPRESS;AttachDbFilename=C:\TEMP\TESTDATA\Softlinks.mdf;Integrated Security=True;Connect Timeout=30;User Instance=True")