In WPF you could also use ADO.NET and bind e.g. to the tables in a dataset. But up to now there are now wizards in Visual Studio for data connection. E.g. you can't drop tables out of DataSource-Explorer onto your form. Possibilities:
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Add a typed DataSet to your Project, add Tables and TableAdapters, use TableAdapters to load data and bind your UI to the Data
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Instead of DataSets you could also use Linq to SQL and bind to your special objects.
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You should take a look at Data Binding (which is much more than only binding to data from a dataset) and especially at the interface ICollectionView and the three classes CollectionView, ListCollectionView and BindingListCollectionView. In WPF you don't use a BindingSource-Objekt (and so a CurrencyManager) to manage the currentItem. Instead you use an ICollectionView that manages the currentItem and Position of the Collection it points to.