Data Environment Question

When using a data environment in a VB app, I thought you just had to drag and drop onto the form and then if you ran the app the first record would automaticly be there (show up in the corresponding fields).
If that is the way it's suppose to work can someone tell me why it would not be please?
Or if there's another step can someone please remind me, it's been a while since I've used any of this, thanks!

Did you have a look at the example of working with DataEnvironment in MSDN?