Data Provider consists of
1)Commands
2)Connection
3)DataAdapter

Command:
The DBCommand object serves to encapsulate the SQL commands you will
use to interact with the database. Using the DBCommand class allows you to
reuse commands, and to store them and otherwise treat them as objects with
which you can interact.

Connection:
The DBConnection object encapsulates your connection to a particular
database. .

DataAdapter:
The job of the DataAdapter, is to decouple the DataSet
from the underlying database. It does this by providing a Fill() method, which
retrieves data from the database and fills tables in the dataset. To accomplish
this decoupling, the dataAdapter encapsulates the various SQL commands
used to manipulate the database (select, insert, delete, and update).

These are the major components of the data provider in ado.net. Any doubts further you can give reply to this post or mail to ([email protected])