hey,
Have you learnt how to bind an object to your dataSet yet?
You said you want to capture it to a database, so you firstly need a connection, dataAdapter and dataSet configured to that database.
Then place a DateTimePicker (DTP) on your form. In the properties of this DTP, expand dataBindings and set the text to your column in the dataTable of your dataSet. (Your dataTable = the table from your database).