Ok, there are two very simple ways you can do this.
1) Using the SQLDataSource object and after creating the connection using the GUI. You can find the SqlDataSource control in the toolbox. Although easy to use I don't like it too much, prefer writing SLQ statements on my own allows for more flexibility. However, to use the SqlDataSource object you are forced to create an SQL statement using the GUI, but this can be countermanded. So what I do is use the SQLDataSource object's SelectCommand and use its SelectCommand method to write my own SQL statement. Basically SQLDataSource1.SelectCommand = "Select * from whatever". To include textboxes, like in a search your SQL statement should look like this
"Select * from Table WHERE Table.Column = '" & textbox1.text & "'"
You can extrapolate to Insert and Update.
2) Another way of using SQL in VWD2005E is to call ADODB objects. I find this the best method to do inserts and such. First you have to make a reference to the DLL, to do this you go to Website->Add Reference click on the COM tab and find Microsoft ActiveX Data Objects, pick one and click OK. To use ADODB you first declare it then set the connection string (I usually copy it from the SQLDataSource Object), and execute your sql command.
Dim Conn as ADODB.Connection
Conn.ConnectionString = "Provider..."
Conn.Execute(InsertCommand)
Holler at me for any clarifications