First of all, what approach you are using to read data from SQL, are you using listview then you can simply search next or previous records from the listview and display it. You do not need to connect with database again and again.

We have some similar article available take a look http://www.c-sharpcorner.com/UploadFile/syedshakeer/how-to-display-records-as-first-next-previous-last-in-a-textboxes-using-windows-application/