AFAIK the column will not be shown until you bound it. So you have two options:

1. Add another column in your SELECT statement from the database:

SELECT *, CAST(0 AS BIT) AS CheckColumn FROM SampleDataTable

2. Add column to the datatable after you fill it with data:

Dim col As DataColumn = New DataColumn("CheckColumn", GetType(Boolean))
col.AllowDBNull = False
col.DefaultValue = False
SampleDataSet.Tables("SampleDataTable").Columns.Add(col)

Either way, do not forget to set AllowNull property of the column style to the false, or your checkboxes will switch between Unchecked, Checked and Grayed.