The tutorial at this URL (
http://www.mono-software.com/blog/post/Mono/93/Building-a-custom-Web-part/) describes this process in full detail, including all MonoX-specific techniques (like templating). In addition, it also describes a recommended data access strategy.
However, you can choose the data access techniques you want to use - MonoX uses LLBLGen ORM and a repository model, but you can use anything else: NHybernate, LINQ, Entity Framework, ADO.NET...