SqlConnection sqlcon = new SqlConnection("Data Source=ServerName\\SQLEXPRESS; Initial Catalog=DataBaseName; Integrated Security=True");
sqlcon.Open();
SqlCommand cmd = new SqlCommand("select columnname from tablename");
SqlDataReader dr = cmd.ExecuteReader();
    While(dr.read())
    {
        drowdownlist1.datasource=dr;
        dropdownlist1.dataTextField="columnname";
        dropdownlist1.dataValueField="columnnameId";
        dropdownlist1.DataBind();
        sqlcon.close();
    }