ASP.Net is a server side processing technology, meaning that it processes code on the server side and returns the results to the client in the form of html. In your case, you would write code to query your database (SQL Server), perform any analysis of the data and then perhaps return formatted results back to the client on a web page.
To get you started on the ASP.Net path then I suggest reading the tutorial from beginning to end on this site: www.asp.net --> tutorials
For everything MS you should have a look at MSDN: msdn.microsoft.com
VWD and Frontpage are both WYSIWYG applications to design web sites, however VWD is geared more towards professional developers who require tools to program using the ASP.Net technology. After gaining some knowledge of both, you could work with both of them together.
I'm going to drift a little now and give you some side info. It is my personal opinion that Frontpage is one of the worst tools for professional web dev. However if you are just simply trying to get something out on the web and you are a complete novice, then it is probably one of the friendliest tools for you. If you aspire to become a professional web dev. however, then it is a good idea that you learn to use better tools as well as learn about the different technologies available.
For example: NogDog suggested you use PHP and MySql. PHP is another powerful server side programming language and comes from the open source community. You may consider investigating this a little futher.
Hope that helps, don't hesitate to ask more.