Hi
You need a 'TDataSource' component on your form... On the 'Data Access' tab above in Lazarus, it's the very first component you can choose, pick that and drop it on your form.
'TDataSource' has a property called 'Dataset' -> connect that to your 'SqlQuery1' component.
Then connect your assorted DBxxxControl's 'DataSource' property to that 'DataSource1' component.
Maybe you'll need a 'TDBNavigator'(found first on tab 'Data Controls'), to browse your data -> connect its 'DataSource' property to 'DataSource1'.
That's the most basic setup to view data...
edit: When connected to datasource, you'll find in 'DBComboBox' a property called 'Field' or 'Column'(can't remember which), here you select what data it should show.
HTH
Regards Benny