1,If you create a database in the visual stdio, in the server explorer window you can get specified database connection string through properties window.and then using this connection string to create Sqlconnection(if database is SQL server),SqlCommand,SqlDataAdapter in web service.
2,You can write your code which connect to database and retrieve data from table in webmethod. then you can create another Web application/web site,it will call the web service and get the data display on the gridview control.
3,When you convert the above VB code to C#, what error do you face?
You can refer to the following link,it teach you how to walk through creating a basic web service that retrieves data from a database, then passes a populated DataSet back to the calling page to populate a GridView control with it.
http://www.dreamincode.net/forums/topic/34279-introduction-to-web-services-in-c%23/
http://www.c-sharpcorner.com/UploadFile/kunleloto/DatabaseWebService11262005063226AM/DatabaseWebService.aspx