Assuming you have an Id and a Text property which you have binded to the checkbox list. Upon selection, the Id would get stored to the database.
So on page load, get the existing ids and iterate them and set the corresponding items in checkboxlist as checked.
CheckBoxList chkList = new CheckBoxList();
List<int> ids = new List<int>();
ids.ForEach(id =>
{
var item = chkList.Items.FindByValue(id.ToString());
if (null != item)
item.Selected = true;
});
</int></int>