I am assuming that you are a complete beginner

If not please tell me

Machan umba palaweniyenma C# hari VB .NET gena hari book ekak kiyawapan
That is to learn the programming language, it's syntax, data types, control flow (if-then-else, for/while/until looping), windows forms etc

Start with a simple "Hello World"
Then start reading on databases (sql server), how to connect, how to display data, how to retrieve data etc.
These looks like a good places to start learning the language
http://www.edumax.com/vb-net-basics-chapter-1-introduction-to-vb.net.html
http://www.homeandlearn.co.uk/net/vbnet.html
Read everything there
And then start on Databases
Here is a blog post i wrote on connecting to a database.
http://techbystep.blogspot.com/2009/03/how-to-connect-to-database-using-visual.html
And this page has lot of information on databases as well
http://www.homeandlearn.co.uk/net/vbnet.html