LINQ is a Microsoft .NET Framework component that adds native data querying capabilities to .NET languages. Microsoft LINQ defines a set of query operators that can be used to query, project and filter data in arrays, enumerable classes, XML, relational databases, and third party data sources. While it allows any data source to be queried, it requires that the data be encapsulated as objects. So, if the data source does not natively store data as objects, the data must be mapped to the object domain. Queries written using the query operators are executed either by the LINQ query processing engine or, via an extension mechanism, handed over to LINQ providers which either implement a separate query processing engine or translate to a different format to be executed on a separate data store (such as on a database server as SQL queries). The results of a query are returned as a collection of in-memory objects that can be enumerated using a standard iterator function such as C#'s foreach.
LINQ was released as a part of .NET Framework 3.5 on 19 November 2007.

Source : Wikipedia

BUT the important thing is I want to share an information about Visual LINQ Query Builder.
Visual LINQ Query Builder is an add-in to Visual Studio 2008 Designer that helps you visually build LINQ to SQL queries. Functionally it provides the same experience as, for instance the Microsoft Access Query Builder, but in the LINQ domain. The entire UI of this add-in uses Windows Presentation Foundation. The goal of this tool is to help users become more familiar with the LINQ syntax. The tool may also demonstrate to users how to create their own Visual Studio 2008 add-in using Windows Presentation Foundation.

This academic project was developed by two students during an internship at Microsoft France, under the supervision of one of our Developer Evangelists. The project was in full collaboration with the STB International CPE team in Redmond."

The worst is I haven't tried it yet :( but never mind, you can download it at here.