You'll want to buy a book that covers the topic of ADO.NET
Access Data Objects are how the entire .NET framework deals with most types of databases. If you really don't know where to begin with database connectivity, you should pick up a book that deals specifically with ADO.NET, or pick up a C# reference that contains a chapter or two on it to use as a primer.
My favorite C# book at the moment is Core C# and .NET. It contains an entire section on database programming with C#. That should be enough to get you started, and then you can reference some more comprehensive texts on ADO.NET should you want some more advanced guidance.