Specifically, the database connection, data adapter, and command objects. Find out what type of database you will be working with (Access? MySQL? SQL Server?) and the best family of objects to use to connect to the database.
Next, look into methods to retrieve the data. DataReaders are good for fast, forward-only access to an open database connection, but DataSets and DataTables allow you to retrieve the data you want and hold it in memory without maintaining an open conneciton.
Finally, I suggest visiting your local bookstore to find resources that will help a beginner such as yourself.
Do some research, try to do some coding, and come back if you have trouble. Be sure to post your code (in code tags!) so we can give adequate assistance or further prodding on what type of research you should perform.