There's no sub form component like in MS Access, but what you're probably trying to achieve is a 'Master \ Detail' type screen that shows related records (detail) in a grid area when you change the main record (master)
e.g the Master area is 'Customers' and the Detail area is 'Orders', you want a screen that shows all orders in a grid that are related to a Customer.
Have a look at this MSDN walkthrough
http://msdn.microsoft.com/en-us/library/aa984462.aspx[
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Or trying googling for 'winforms master details'