Loading either all shops or a specifically named shop from a DataTable
You don't need any lambda expressions at all.

You can write

if (cmbShop.Text == "All Shops")
    Program.con.GET_Table_From_DataBase("sh", "select * from shops ");
else
    Program.con.GET_Table_From_DataBase("sh", "select * from shops where shopname='" +  cmbShop.Text + "' ");

DataTable shops = Program.con.dst.Tables["sh"];