What is the mistake in that code

There are most likely multiple errors in your statement.

The main issue I see is a major vulnerability known as SQL Injection. You should NEVER EVER piece user entered data asstrings together to form a SQL statement. The proper way to add variables into a command is via Parameters

string sQry = "SELECT * FROM Conductors WHERE Type = @Type AND Shape = @Shape";

SqlCommand cmd = new SqlCommand(sQry, {SqlConnection});
cmd.Parameters.AddWithValue("@Type", Convert.ToString(comboBox1.SelectedItem));
cmd.Parameters.AddWithValue("@Shape", Convert.ToString(comboBox2.SelectedItem));

The next thing to look at is your syntax; normally if you were going to wrap your conditions in parenthesis it would be around the whole comparison and not just the term, or; you can omit them on rather simple clauses

-- yours (translated)
SELECT * FROM Conductors WHERE Type =('TypeValue') AND Shape = ('ShapeValue')

-- preferred
SELECT * FROM Conductors WHERE (Type = 'TypeValue') AND (Shape = 'ShapeValue')
-- without parenthesis
SELECT * FROM Conductors WHERE Type ='TypeValue' AND Shape = 'ShapeValue'

And the last thing to look at is the terms that are being used; it looks like some of the column names in use may be classified as reserved or special; in which case they should be delineated as such to specify this as a column name (or other SQL Object as needed). The rule I use to determine this is if I type it into SQL Studio and the color changes then it should get wrapped. If you look at these code samples you will see that Type has been highlighted. In SQL Server you would wrap the term in [square brackets].

SELECT * FROM Conductors WHERE [Type] ='TypeValue' AND [Shape] = 'ShapeValue'

plenty of great suggestions above, regarding your original query. The main problem I see is with the comma just before the end of the query.