Johnfriel,
There is a lot to learn. Not only the .Net framework (which includes the ADODB stuff and a WHOLE lot more), but also Xaml.
AND, I’d STRONGLY recommending studying the MVVM (Model View Viewmodel) pattern. It is a GREAT pattern to learn to use with Xaml. It will make things easier actually. But you have to “get” the pattern.
There used to be some GREAT videos on Silverlight.net, but since they moved that to MSDN, they didn’t port A BUNCH of the videos. But there are others out there. And I would strongly recommend Silverlight, except Microsoft has “de-emphasized” it. I think it is still the best framework to work with, but WPF is pretty much the same. And, if you are doing Windows 8, it will be similar also.
You still might find some useful videos on:
http://msdn.microsoft.com/en-us/silverlight/bb187358.aspx
This might be a good place to start with the ADO stuff:
http://msdn.microsoft.com/en-us/library/e80y5yhx(v=vs.80).aspx
The concepts are a little different with Xaml that VCL. VCL leaned towards components that were “data aware” where that data was a TDataset or a TQuery or TADOQuery or the like. The Xaml controls can be bound to ANYTHING. A list of Strings, a list of Objects, or whatever. That makes it more “generic” than the VCL approach.
You should be able to find the controls to use within the xaml designer of Visual Studio. You can just drag and drop, or, what I do, just type in in the xaml text and let the Intellisense help you out.
The new stuff will be the Binding. That allows you to hookup your control to data that is your “viewmodel”. And the Xaml doesn’t really have to know what kind it is being hooked up to.
If you find some examples in C#, you can just do a “paste C# as Oxygene” and it will do a fair job of converting it. Another tool you should get is Reflector from RedGate. There is a free version there and it lets you look inside assembled code and will translate from whatever it was coded in, into Oxygene (or whichever language you want of the available ones).
Hope that gives you a little direction.