Need help in writing one code

Firstof all you need to execute your command object. You can achieve that with Execute method. A full example follows:

public DateTime GetServerDate()
        {
            using (SqlConnection cn = new SqlConnection(ConnectionString))
            {
                using (SqlCommand cmd = new SqlCommand(@"SELECT GETDATE()", cn))
                {
                    cn.Open();

                    return (DateTime)cmd.ExecuteScalar();
                }
            }
        }

In this example we are calling ExecuteScalar method. It will return only the first column of first row of the fetched data. More information about it you can find here: http://msdn.microsoft.com/en-us/library/system.data.sqlclient.sqlcommand.executescalar.aspx[^]
SqlCommand object offers also other methods as ExecuteReader() and ExecuteNonQuery().
Basically you will call ExecuteReader() method and then bind the result to your combo.

[DataObject(true)]
public class DataService
{
/// <summary>
/// Retrives all the detail data
/// </summary>
/// <returns>Datatable contining the requested data.</returns>
public static DataTable GetAllByDetail()
{
    DataTable table = new DataTable();

    using (SqlConnection cn = new SqlConnection(ConfigurationManager.ConnectionStrings["DefaultConnection"].ConnectionString))
    {
        using (SqlCommand cmd = new SqlCommand("select name from details", cn))
        {
            cn.Open();

            using (SqlDataReader reader = cmd.ExecuteReader(CommandBehavior.CloseConnection))
            {
                table.Load(reader);
            }
        }
    }

    return table;
}
}

Now you can call this method, and bind the data to your combo.

private DataTable dt = DataService.Retrieve();

ComboBox1.DataSource = dt; 
ComboBox1.DisplayMember = "Name"; 
ComboBox1.ValueMember = "Name";

I hope this answers all of your doubts.

Cheers