ADO Database VB.Net

Imports System
Imports System.Data
Imports System.Data.SqlClient
public class MainClass
   Shared Sub Main()
      Dim thisConnection As New SqlConnection("server=(local)\SQLEXPRESS;" & _
          "integrated security=sspi;database=MyDatabase")
      'Sql Query 1
      Dim sql As String ="SELECT FirstName, LastName FROM Employee;  "
      'Create Command object
      Dim thisCommand As New SqlCommand _
         (sql, thisConnection)
      Try
         ' Open Connection
         thisConnection.Open()
         Console.WriteLine("Connection Opened")
         ' Execute Query
         Dim thisReader As SqlDataReader = thisCommand.ExecuteReader()
         Console.WriteLine("{0}  {1}", _
            "First Name".PadLeft(25), _
            "Last Name".PadLeft(25))
         While (thisReader.Read())
            Console.WriteLine("{0} | {1}", _
               thisReader("FirstName").ToString().PadLeft(25), _
               thisReader("LastName").ToString().PadLeft(25))
         End While
         'Close DataReader
         thisReader.Close()
      Catch ex As SqlException
         ' Display error
         Console.WriteLine("Error: " & ex.ToString())
      Finally
         ' Close Connection
         thisConnection.Close()
         Console.WriteLine("Connection Closed")
      End Try
   End Sub
End Class