VB Programming Best Practices (SQL Server Backend)

I have started to learn how to use SQL Server, create a website and connect to this database. So far so good!

A few questions have arisen along the way though, they are as follows:

1 Is it necessary to create relationships between SQL Server tables like in access?

2 Is there a best practice for inserting/deleting/updating records in the DB via the front end? In my college projects I programmed this in VB behind a button (btnSave, btnDelete etc). Should these updates be using sql instead of vb code?

I have posted this as a discussion rather than a question as there may be differing perspectives on how to achieve the desired end.