Assuming you are using SQL syntax of some form, you need an INSERT statement:
INSERT INTO myTable (myColumnName1, myColumnName2) VALUES ('Text for column1', 17)
If you are doing this in a .NET language then:
1) You create an instance of an SqlConnection, using your connection string
2) Open the connection using the SqlConnection.Open method
3) You create an instance of an SqlCommand, using the above SQL string, and connecting it to the SqlConnection you just opened.
4) You execute the method ExecuteNonQuery on the SqlCommand.
There are other ways, and there are refinements such as Disposing of the various objects, using Parametrized queries and so forth, but they can wait until you have the basics working.
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