Usually I answer most of questions in more or less fine detail, so I'm sorry that I don't do it in this case. The reason is: this question is way, way too popular, and CodeProject keeps many answers to it, answered again and again. Please, just look here:
http://www.codeproject.com/search.aspx?doctypeid=4%3b5&q=database+%28image+OR+picture%29+%28store+OR+get+OR+retrieve%29+PictureBox[
^].
You can find more if you remove
PictureBox
from the query, because it's pretty much irrelevant.
Good luck,
—SA