It's difficult to answer this question without knowing the context in which it was asked.
For instance, you can bind a datasource to a control in your markup or in the codebehind file.
You can refer to a control to bind explicitly, or use reflection to find it.
You can provide a datasource derived from a database call (for instance, from a stored proc, but that should really happen far, far away from the .aspx/.aspx.cs in your data access layer)
You can provide a collection of objects that are in no way tied to a database.
Blah. Blah. Blah.
It really depends on what sort of answer they're looking for. I've found that most technical interviewers are pretty open about their expectations - for instance, do they want to know what types of data sources can be used, where they can be assigned, or what? The question is vague.