I found this link to be very helpful when I first started with Linq (101 Linq Samples):

http://msdn.microsoft.com/en-us/vcsharp/aa336746.aspx

Are trying to work with a SQL database? If so, then create a Linq-To-SQL (.dbml) in your project.  Add your database tables there.

Then in code behind, you can create a datacontext object, which will allow you to work with your SQL Database.  Scott Guthrie has a great blog/tutorial about how to do this:  http://weblogs.asp.net/scottgu/archive/2007/05/19/using-linq-to-sql-part-1.aspx