System for tracking stock information
If you want to learn how to use classes, the best approach is to use them while building a small program. I suggest you do create a Person class and that you stop using dataset. This will be a great learnign experience.

Using numbers instead of const or strings can create a mantenance problem. At a glance, it's not easy to know what 15 mean.

ds.Tables(0).Rows(0).Item(15)


Remove all the database query from the UI. It'll also make the code more readable and you'll be able to reuse the functions if needed. You should have the connection string at one place.

Public Class EmployeeUpdateFrm

    Private Sub Load(sender As Object, e As EventArgs) Handles MyBase.Load

        LoadDropDown()

        ' ...

    End Sub

    Sub LoadDropDown()

        Dim companies As List(Of Company)

        companies = DAL.GetCompanies()

        With CompanyCbx
            'what the user sees
            .DisplayMember = "Name"
            'value behind each display member
            .ValueMember = "Id"
            .DataSource = companies
            .SelectedIndex = 0
        End With

    End Sub

End Class

Public Class DAL

    Private Shared _connectionString As String = "Data Source=SQLTEST_HR,4000\SQLEXPRESS;Integrated Security=True"

    Public Shared Function GetCompanies() As List(Of Company)
       ' ...
    End Function

End Class

Public Class Company

    Public Property Id As Integer
    Public Property Name As String

End Class