Ok once you have a connection set up, the easiest way to go is using a dataset you can basically do this. i did not test this.
Dim statement As String = "SELECT EmployeeId, FName FROM tblEmployee"
Dim adapt As New SqlDataAdapter(statement,connection)
Dim ds As New DataSet()
connection.Open()
adapt.Fill(ds)
connection.Close()
CmbEmployee.DataSource = ds
CmbEmployee.DisplayMember = "FName"
CmbEmployee.ValueMember = "EmployeeID"
CmbEmployee.DataBind()
regards.