How to generate List from SQL query?

I think this is what you’re looking for.

List<String> columnData = new List<String>();

using(SqlConnection connection = new SqlConnection("conn_string"))
{
    connection.Open();
    string query = "SELECT Column1 FROM Table1";
    using(SqlCommand command = new SqlCommand(query, connection))
    {
        using (SqlDataReader reader = command.ExecuteReader())
        {
            while (reader.Read())
            {
                columnData.Add(reader.GetString(0));
            }         
        }
    }
}

Not tested, but this should work fine.