Connecting to data

I usually make aspx pages and am having to do something using windows forms in visual studio 2005. I didnt expect it to be so different, can someone provide a link to a tutorial to show how to connect to data, run soem sql and then bind the results to a control?

Connect to what data?

I"m assuming a database, but what database will you be using?

sorry, its an access database stored locally on the machine