I presume this is a VB.NET program? Must have been created in Visual Studio? If so, there should be a Server Explorer. Go to View> Server Explorer or CTRL W, then L.
Right click on Data Connections. Then click Add Connection. Click the correct db type. You'll then see a setup window where you can input a username and password to connect to the database file. You can save the password and also test the connection to make sure it works.