I'd forget about database access until you get a little more experience with making windows and getting some code down. When you're ready, read some materials about ADO.NET.
Contrary to some older languages, like VB6, most functions in .NET are in the class that they work on. So where in VB6 you'd call UCase$("hello") to get "HELLO", in .NET you'd say Dim s as String = "hello", s.ToUpper() to get "HELLO". Intellisense is great for discovering these things. Just make a variable and type a dot after it. The list of functions will pop up and you can hover over them to get basic descriptions.
edit: for your question about DataTables,
Dim workTable as DataTable = New DataTable("Customers")
creates a new DataTable object, referenced by the variable "workTable", with a Name property of "Customers". If this table was in a DataSet referenced by ds, you could then type ds.Tables("Customers") to get a reference to the table.
Dim customers as DataTable
doesn't create any object at all.
Dim customers as New DataTable() (or Dim customers as DataTable = New DataTable(); same thing)
creates a new DataTable that has nothing in its Name property.
It sounds like you're not too experienced with object-oriented programming. This is required knowledge for understanding and programming with the .NET platform.