create dynamic controls through sqlserver in C# windows environment.

Your question doesn't exactly spell out what you want to do. Are you saying you want to create controls as specified from a SQL query? If so, you would have to do something like this:

// assuming you've already retrieved your sql data into a DataTable object:
bool haveCtrl = true;
DataRow row = datatable.Rows[0];
switch (row["ControleType"].Value.ToLower())
{
    case "combobox" :
        {
            ComboBox ctrl = new ComboBox();
            ctrl.Name     = row["CtrlID"].Value;
            ctrl.Location = new Location(Convert.ToInt32(row["CtrlXPos"].Value), Convert.ToInt32(row["CtrlYPos"].Value));
            ctrl.Width    = Convert.ToInt(row["CtrlWidth"].Value);
            ctrl.Height   = Convert.ToInt(row["CtrlHeight"].Value);
            //... continue setting properties specified by the data retrieved (or static values)
        }
        break;

    case "textbox" :
        {
            // ... blah blah blah
        }
        break;
    default :
        haveCtrl = false;
        break;
}
this.Controls.Add(ctrl);

Are you really sure you want to do that? If you're adding controls based on the data you're going to be using, I would create an appropriate number of UserControl objects and just add the one that is appropriate for the data that's going to be manipulated.