Let me explain a way to do this, step by step.

Open a new project. From the main menu select Data | Add new data source. In the Configuration Wizard select Database and then click Next. In the window labeled "Choose your connection" you will hopefully see your connection. If not, you can try to create it with the New Connection button but just what happens depends on what kind of data you are using (Access, SQL Server, ???).

If you find your data, click Next until you get to the window labeled "Choose your database objects". You need to open the Tables group and then select the tables you want to work with by clicking the little boxes next to the tables. Then, click Finish. NOTE-If any of these steps fail, you probably have not set up a valid connection to your data. Fixing that gets complicated and it depends on what your data is. If it is Access it is usually fairly simple to fix. If it is SQL Server, you may have a problem as there are a lot of variables and you will need help from someone who knows more than I do.

Now you have created a typed dataset. Use the VS menu to select Data | Show data sources You should see your data and the table or tables you selected. You can drag the table to a form to create controls. Run the program to see the actual data (VS does not show it during design, unfortunately).

Hope that helps.