public event EventHandler<ResolveSessionEventArgs> ResolveSession

Public Event ResolveSession As EventHandler(Of ResolveSessionEventArgs)

using DevExpress.Xpo;
using DevExpress.Xpo.DB;
using DevExpress.Data.Filtering;

// The persistent class describing the "Person.Contact" table 
// from the AdventureWorks SQL database
[Persistent("Person.Contact")]
public class Person_Contact : XPLiteObject {        
    [Key]
    public System.Int32 ContactID {
        get { return fContactID; }
        set { SetPropertyValue(nameof(ContactID), ref fContactID, value); }
    }
    System.Int32 fContactID;

    public string FirstName {
        get { return fFirstName; }
        set { SetPropertyValue(nameof(FirstName), ref fFirstName, value); }
    }
    string fFirstName;

    public string LastName {
        get { return fLastName; }
        set { SetPropertyValue(nameof(LastName), ref fLastName, value); }
    }
    string fLastName;

    //...
}
public partial class Form1 : Form {
    //...
    public Form1() {
        // ...
        // Create a filter that selects records where last names start with 'A'     
        CriteriaOperator criteria = CriteriaOperator.Parse("[LastName] LIKE ?", "A%");
        // Specify the properties that will be available for binding
        string displayableProperties = "FirstName;LastName";    
        // Initialize an XPInstantFeedbackSource data source 
        // supplying data from the Person.Contact data table     
        XPInstantFeedbackSource instantDS = new XPInstantFeedbackSource(
            typeof(Person_Contact), displayableProperties, criteria);
        // Handle the ResolveSession event, 
        // to provide a Session to the XPInstantFeedbackSource
        instantDS.ResolveSession += instantDS_ResolveSession;
        // Handle the DismissSession event, to dispose of the Session
        instantDS.DismissSession += instantDS_DismissSession;
        //...
    }
    void instantDS_ResolveSession(object sender, ResolveSessionEventArgs e) {
        Session session = new Session();
        session.ConnectionString = @"Integrated Security=SSPI;Pooling=false;
            Data Source=.\SQLEXPRESS;Initial Catalog=MyDatabase";
        session.Connect();
        e.Session = session;
    }
    void instantDS_DismissSession(object sender, ResolveSessionEventArgs e) {
        IDisposable session = e.Session as IDisposable;
        if(session != null) {
            session.Dispose();
        }
    }
}

Imports Microsoft.VisualBasic
Imports DevExpress.Xpo
Imports DevExpress.Xpo.DB
Imports DevExpress.Data.Filtering

' The persistent class describing the "Person.Contact" table 
' from the AdventureWorks SQL database
<Persistent("Person.Contact")> _
Public Class Person_Contact
    Inherits XPLiteObject
    <Key> _
    Public Property ContactID() As System.Int32
        Get
            Return fContactID
        End Get
        Set(ByVal value as System.Int32)
            SetPropertyValue(NameOf(ContactID), fContactID, value)
        End Set
    End Property
    Private fContactID As System.Int32

    Public Property FirstName() As String
        Get
            Return fFirstName
        End Get
        Set(ByVal value as String)
            SetPropertyValue(NameOf(FirstName), fFirstName, value)
        End Set
    End Property
    Private fFirstName As String

    Public Property LastName() As String
        Get
            Return fLastName
        End Get
        Set(ByVal value as String)
            SetPropertyValue(NameOf(LastName), fLastName, value)
        End Set
    End Property
    Private fLastName As String

    '...
End Class
Partial Public Class Form1
    Inherits Form
    '...
    Public Sub New()
        ' ...
        ' Create a filter that selects records where last names start with 'A'     
        Dim criteria As CriteriaOperator = CriteriaOperator.Parse("[LastName] LIKE ?", "A%")
        ' Specify the properties that will be available for binding
        Dim displayableProperties As String = "FirstName;LastName"
        ' Initialize an XPInstantFeedbackSource data source 
        ' supplying data from the Person.Contact data table     
        Dim instantDS As New XPInstantFeedbackSource( _
        GetType(Person_Contact), displayableProperties, criteria)
        ' Handle the ResolveSession event, 
        ' to provide a Session to the XPInstantFeedbackSource
        AddHandler instantDS.ResolveSession, AddressOf instantDS_ResolveSession
        ' Handle the DismissSession event, to dispose of the Session
        AddHandler instantDS.DismissSession, AddressOf instantDS_DismissSession
        '...
    End Sub
    Private Sub instantDS_ResolveSession(ByVal sender As Object, ByVal e As ResolveSessionEventArgs)
        Dim session As New Session()
        session.ConnectionString = "Integrated Security=SSPI;Pooling=false;" & _
        "Data Source=.\SQLEXPRESS;Initial Catalog=MyDatabase"
        session.Connect()
        e.Session = session
    End Sub
    Private Sub instantDS_DismissSession(ByVal sender As Object, ByVal e As ResolveSessionEventArgs)
        Dim session As IDisposable = TryCast(e.Session, IDisposable)
        If session IsNot Nothing Then
            session.Dispose()
        End If
    End Sub
End Class