You are now bass ackwards for a full DBMS.
Relational databases have always had relationships, there's a clue somewhere in the name. :p
Look up Foreign Key in T-SQL, the concept is the same, so is the necessity (or lack).
Best way to do CRUD? There are several schools of thought of that, personally I'm a big fan of stored procedures due to the level of abstraction they give you. Some consider them too proprietry, others feel they reduce flexibility (if you don't allow application users direct access to change data in the table).
At all costs try to avoid the select a record, twiddle with the fields and then update stuff.
Never do select all the records and then loop thru and twiddle with them in code based on some to no conditions. It's hideously expensive on a full dbms, in a multi user, or high transaction volume system, it ill give you all sorts of transactionality and locking problems.
With a full DBMS the trick is to get the absolute minimum amount of data you need for the operation (columns and rows), and need a lock on it for the shortest length of time.
For good code using a full DBMS, always look at needing your application having to know as little as possible about the database schema. There are even near none options if you go down the ObjectStore route, be careful with that though, no optimsation is free.
Make a point of looking up disconnected datasets in VB.Net, particularly using stored procedure to do the Insert, Update and Delete.
As a rule of thumb, if you did it that way in access, you do the complete opposite in Sql Server.
Happy learning, and when you get some specific how you should/could do X, feel free to ask, plenty of help about.
PS Other big differences to look up Messages, Queuing, Triggers, Permissions and Roles.
It's not Rocket science but it isn't jumping off a chair either if you see what I mean.
For learning I'd recomend you convert one of your access apps to .Net / SQL Server and leave the client side logic as is.
Then keep it to one side take a copy and move as much database processing as you can into SQL and use as ,any as seem useful of the extra features (without going barking mad) as you can. The differences in approach will teach you lot.