I can recommend the
tutorial (which is for the Lite version but the principles are the same for Pro).
Then you should take a look the SQL demo (Default.aspx and Default.aspx.cs in DemoSQL directory in the download package). That's a working example of a database binding (while examples in Demo directory use a manually generated DataTable that is stored in the Session for the demonstration purposes).
If you feel lost, feel free to post your questions here (no questions are dumb!) or contact me directly at daypilot @ annpoint.com.