Thank you for your response. I have updated my code, but it is showing an error message after the solution build is run. The error is System.OutOfMemoryException: 'List box contains too many items.' I searched on Google for this error and it seem to do with the GetString() returns an item which has a null value. I am not sure how to fix the issue. I hope that you can assist me with this issue. My code is:

Operation.vb (class)

Code:
  Public Function LoadData() As List(Of CheckListBoxItem)
        Dim itemList = New List(Of CheckListBoxItem)


        Using cn As MySqlConnection = New MySqlConnection With {.ConnectionString = ConnectionString}
            Using cmd As New MySqlCommand("SELECT OrderID, ProductID, Orders, CheckedStatus,FROM Store.Orders", cn)
                cmd.CommandText =
            <SQL>
                SELECT 
                    OrderID,
                    ProductID,
                    Orders,
                    CheckedStatus
                FROM Orders;                 
            </SQL>.Value

                Dim dt As New DataTable With {.TableName = "Orderss"}

                cn.Open()
                Dim reader = cmd.ExecuteReader()

                If reader.HasRows Then
                    While reader.Read
                        itemList.Add(New CheckListBoxItem With
                                     {
                                        .OrderID = reader.GetInt32(0),
                                        .ProductID = reader.GetInt32(1),
                                        .Orders = reader.GetString(2),
                                        .CheckedStatus = reader.GetBoolean(3)
                                    })

                    End While
                End If
                reader.Close()
                
            End Using
        End Using

        Return itemList

    End Function
CheckedListItem.vb (class)

Code:
Public Class CheckListBoxItem
    ''' <summary>
    ''' Identifier for database table
    ''' </summary>
    Public PrimaryKey As Integer
    ''' <summary>
    ''' Display member for CheckedListBox and a field in the table
    ''' </summary>
    Public Property OrderID As Integer
    Public Property Item As String
    Public Property ProductID As Integer
    Public Property Orders As String
    Public Property CheckedStatus As Boolean
    Public Property Quantity As String
    Public Property ColumnName As String
    Public Property Checked As Boolean
    ''' <summary>
    ''' Used to determine if a item changed after loaded in the CheckedListBox
    ''' </summary>
    Public IsDirty As Boolean
    Public Overrides Function ToString() As String
        Return Item
        Return String.Empty
    End Function
End Class
Form1.vb
Code:
Private Sub Form1_Shown(sender As Object, e As EventArgs) Handles MyBase.Load
  Dim ops = New Operations()

        ' read data from database table
        Dim Items = ops.LoadData()

        Dim LastIndex As Integer = 0

        
        For Each item As CheckListBoxItem In Items
            CheckedListBox1.Items.Add(item)

            LastIndex = CheckedListBox1.Items.Count - 1
            CheckedListBox1.SetItemChecked(LastIndex, item.Checked)

        Next

        AddHandler CheckedListBox1.ItemCheck, AddressOf CheckedListBox1_ItemCheck
Thank you in advance for your assistance.