Risolto
codice:
Dim connStr2 As String = "Provider=Microsoft.ACE.OLEDB.12.0;Data Source=|DataDirectory|\
databaseTest.accdb"
        Conn2 = New OleDbConnection(connStr2)

        Dim command2 As OleDbCommand
        Conn2.Open()
        SQLString2 = "Select ckb_select from test_table"
        command2 = New OleDbCommand(SQLString2, Conn2)

        Dim rd As OleDbDataReader = command2.ExecuteReader

        rd.Read()
        test = rd.Item(0).ToString
        Conn2.Close()

        ar = test.ToString.Split(",")

        For Each sel_ckb In ar
            For i As Integer = 0 To CheckList1.Items.Count - 1

                If Me.CheckList1.Items(i).ToString.Contains(sel_ckb.ToUpper()) Then
                    MsgBox(Me.CheckList1.Items(i).ToString)

                    Me.CheckList1.SetItemChecked(i, True)
                End If


            Next

        Next