If you want to get all of the rows out of a database for a particular column use either a dataReader or a dataAdapter to hold the result of your SQL statment (SELECT column_name FROM database;) and then loop through the reader or adapter adding each item to the combo box.
Is there a particular part of the problem you are having trouble with?
well , this is very simpele , you can do like this
dim con as new sqlconnection("your connection string")
dim da as new sqldataadapter("select columnName from table",con)
dim dt as new datatable()
combobox1.datasource = dt
combobox1.displaymember = "columnName"
combobox1.valuemember = "ColumnName"