OleDbConnection con = new OleDbConnection(@"Provider=Microsoft.Jet.OLEDB.4.0;Data Source=C:\Program Files\Microsoft Visual Studio 8\Crystal Reports\Samples\en\Databases\xtreme.mdb");//Place your connection string here
OleDbCommand cmd = new OleDbCommand();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "select * from orders";//Place your query here
cmd.Connection = con;
OleDbDataAdapter da = new OleDbDataAdapter(cmd);
DataSet ds = new DataSet();
da.Fill(ds);

foreach (DataRow dr in ds.Tables[0].Rows)
{
 ListItem item = new ListItem(Convert.ToString( dr["Order Id"]) + "-" + Convert.ToString(dr["Customer Id"]));//Column names from table 
 item.Selected = (bool)dr["Shipped"]; //This is the boolean column in db based on which the checkbox will be either selected or deselected
 CheckBoxList1.Items.Add(item);
}