Adding Dbml file Software development

Hello,
I am a learner in the software development sector, wanting to learn C# language. For this purpose, I use Microsoft Visual Studio 2008 software. Now I am starting a LINQ project. In this very project I need to create a dbml file. But I cannot find instructions on how to create it. I need a step by step instructions to create a dbml file and connect with my desired database. I use Microsoft SQL server 2005 edition for database server. Please help me to solve this problem.
