Starting: Create a Windows Application type project and add a DataGrid control to the

form. Leave DataGrid name as DataGrid1.

Add Reference to the Namespace

First thing you need to do is add reference to System.Data.OleDb namespace since I will
use OldDb data providers. if System.Data namespace is not present, you might want to add
this too.

Imports System.Data
Imports System.Data.OleDb

Create OleDbDataAdapter Object

Now you create a OleDbDataAdapter object and connect to a database table.

' create a connection string

Dim connString As String = "Provider=Microsoft.Jet.OLEDB.4.0;Data
Source=C:\\Northwind.mdb"
Dim myConnection As OleDbConnection = New OleDbConnection
myConnection.ConnectionString = connString
' create a data adapter
Dim da As OleDbDataAdapter = New OleDbDataAdapter("Select * from Customers",
myConnection)

Create a DataSet Object and Fill with the data

You use Fill method of OleDbDataAdpater to fill data to a DataSet object.

' create a new dataset

Dim ds As DataSet = New DataSet
' fill dataset
da.Fill(ds, "Customers")

Attach DataSet to DataGrid

Now you use DataSource method of DataGrid to attached the DataSet data to the data grid.

' Attach DataSet to DataGrid

DataGrid1.DataSource = ds.DefaultViewManager

Here is entire source code written on the form load method.

Imports System.Data
Imports System.Data.OleDb
' some code here
Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs)
Handles MyBase.Load
' create a connection string
Dim connString As String = "Provider=Microsoft.Jet.OLEDB.4.0;Data
Source=C:\\Northwind.mdb"
Dim myConnection As OleDbConnection = New OleDbConnection
myConnection.ConnectionString = connString
' create a data adapter
Dim da As OleDbDataAdapter = New OleDbDataAdapter("Select * from Customers",
myConnection)
' create a new dataset
Dim ds As DataSet = New DataSet
' fill dataset
da.Fill(ds, "Customers")
' write dataset contents to an xml file by calling WriteXml method
' Attach DataSet to DataGrid
DataGrid1.DataSource = ds.DefaultViewManager
End Sub
End Class  

The output of the program looks like following figure.