using System.Data.SqlClient // namespace

SqlConnection con = new SqlConnection("Your Database Path") //sql connection
NOTE: You can write this in Web.config or app.config and call to your code behind
SqlCommand command = new SqlCommand("SELECT QUERY", con); //sql command

// Using Data Adapter to bind values from Database
SqlAdapter da = new SqlAdapter(command)
Dataset ds = new Dataset();
da.fill(ds);
combobox1.DataSource = ds;

// Using Data Reader to bind the values from Database
SqlReader rd = command.ExecuteReader();
while(rd.Read() == true)
{
   combobox1.items.add(rd["Column Name"].ToString());
}