SQL Client Connection/Adapter
OleDb Client Connection/Adapter
Naturally, if you are connecting to an MS Access Database, choose OleDb, but if you are using SQL Server, choose SQL. Whichever you choose, the SQL Statement Builder will appear. From there, you can choose the database, tables and SQL statement, very much like what happened with ASP Express when building a Classic ASP document. The main difference is that you will be prompted to enter the ASP.Net control where you want the data to be bound.
Your databinding code, including SQL Statement, along with your Import Namespace statements for the corresponding Data platform will be entered into the Open Document.
Here's a short scenario of steps in order to easily create a datagrid on your page, and the code necessary to bind a table to it so that it will load when the page loads. This demonstration uses VB. (naturally, it would be a little different if you are using the Code-behind method)