Hi,
A combo box is graphical user interface widget combination of a drop-down list. The use of combo box depend on the technological and language which you use (and you gave us no information about that)
(1) In general, first you need to connect the database which is done using connection string that include the connection parameters.
In the following link you can find samples of connections string to SQL Server: https://www.connectionstrings.com/sql-server/
(2) Once you connected the database then you can use the query in order to get the data which you need. Again, the way you use the query depend on the language and tech you are using.
The following recording provide a full explanation step-by-step to connect Dropdown List (ComboBox) to SQL Server using he tech .Net with the language VB.NET
And here is another recording and a simple support explanation (all from a simple search in Google):