I'd need some guidelines on connecting the VB.Net desktop application to a remote server.
Basically, I'd like to know where to start since I have no previous experience of this area.

1. What additional services have to be bought (on top of Visual Studio) ?
- Windows Server 8
- Any database products (like SQL Server) ? -> I will need to set up thousands of different databases
- anything else?
- what is the cost of acquiring and maintaining these and how easy is the maintenance?
- the first and most basic question is: "How do I set up a database and store it on the server?" - detailed and step-by-step istructions needed

2. The desktop application should send and save selected data to a remote server database.
-Guidelines how to do that

3. The desktop application needs to ask data that is stored on a remote server database (and form a dataset of it for example)
-Guidelines how to do that

4. I also need a non-desktop processes (ASP.Net web service?) that receive and store data coming from various external places (primarily through third-party APIs) to remote server databases.
-Guidelines how to do that

5. Guidelines how the mobile and for example iPad applications can utilize the above remote server databases like a desktop application are also needed.

There are lot of examples on the web about techniques but I would now need a "beginners" instructions to such things. Tutorials, videos, books, web pages, anything goes.