A family of Microsoft relational database management systems designed for ease of use.
The are forms in the Microsoft Q & A forms, and there is one specifically for vb.net.
This forum would be a good choice:
https://learn.microsoft.com/en-us/answers/tags/315/vb
And sql data client? Well, if you using .net core, then yes, you have to now "install" the data providers you want. If you using vb.net + .net framework, then the sql data provider is quite much always avaiable by default. However, do check that you have a reference to system.data, and system.data.sqlclient if using SQL server.
By the off chance you using the ms-access data engine with vb.net? Then you can use the oleDB provider, or you can use the ODBC provider. While I as habit use the oleDB provider in VB.net with ms-access, in hindsight, using the ODBC provider(s) is in theory a better choice, since then you can simply change the odbc connection string(s) say from ms-access to SQL server or whatever, and that means minimal code changes.
Anyway, the above Q & A forums have sections for vb.net, c#, ms-access, sql server etc.....