It was (and is) so easy. Every single soul at Microsoft considered it best practise to directly connect to a database, bring table and columns names right up to the GUI layer, have a framework that mimics your database in memory (and every dev always try to load the whole database into memory).
Strange thing was however that the Visual Studio IDE always lacked any descent support for database modelling. I have tried Visual Modeller (in the VB6 era) but that didn't made me happy. The usage of Visio doesn't need to discussed here I guess. You always had to fallback to other very good tools like PowerDesigner (Sybase) or ErWin. Also Enterprise Architect is good rated.
Now it looks like Microsoft is striking back. The Visual Studio team System for DateBase professionals. That looks promising. Can't wait till June, 11th for giving that tool a test-drive.
[UPDATE]: download here.