There is, but it's just not shown by default settings. Right click in the toolbox on Data and select chose items. After that just check the ODBC DataAdapter and click OK.
It's all there, but most programers don't use it 😉
Dont know why that is, sorry I can't help more.
And one more thing, there is no ASP.NET windows application, ASP.NET are only web. You can use WPF for windows or classic windows forms.
I've been using Visual studio for allmost 10 years and this is the first time I hear of ASP.NET windows application, but never seen one in any version of VS.
"ASP.NET is a Web application framework developed and marketed by Microsoft to allow programmers to build dynamic Web sites, Web applications and Web services."
In other words, you need to learn Visual Studio if you don't know these simple things...