Where is the data classes to get information from databases? I can't find them. We'll you can stop looking because they don't exist in silverlight. The answer to getting data into your silverlight application is web services. In this post I will show the basic steps to get data into your silverlight application using WCF services.
To begin open up Visual Studio 2008 or Visual Studio 2010. Select File ->New->Project. Select the silverlight application template, give it a name and click OK. After clicking OK, visual studio present a dialog box allowing you to choose which silverlight version you want to target, an option to enable wcf ria services, and the web project type. For the purposes of this post, accept the default and click OK.