It will bind in the page load but you have to tell it what to bind to in mark up or in code. You didn't say where or how you're storing your data and it sounds like you are trying to insert new data so...
Here is a tutorial on the sqldatasource.
SQL Datasource Tutorial
Here is a turorial on the formview:
Formview Tutorial
Here is a simple one I whipped up...(NOTE: I did not test the below code, so if I forgot somehting my apologies, but it should give you a good start).
<asp:SqlDataSource ID="SqlDataSource1"
runat="server"
ConnectionString="Connection string for your database here."
SelectCommand="SELECT FirstName, LastName FROM YourTable"
>
</asp:SqlDataSource>
<asp:FormView ID="frmYourForm" DefaultMode="Insert" runat="server" DataSourceID="SqlDataSource1">
<EditItemTemplate>
<asp:TextBox ID="txtFirstName" runat="server" Text='<%# Bind("FirstName") %>'></asp:TextBox>
<br />
<asp:TextBox ID="txtLastName" runat="server" Text='<%# Bind("LastName") %>'></asp:TextBox>
<asp:LinkButton ID="LinkButton1" CommandName="Update" runat="server">Update</asp:LinkButton>
</EditItemTemplate>
<InsertItemTemplate>
<asp:TextBox ID="txtFirstName" runat="server" Text='<%# Bind("FirstName") %>'></asp:TextBox>
<br />
<asp:TextBox ID="txtLastName" runat="server" Text='<%# Bind("LastName") %>'></asp:TextBox>
<asp:LinkButton ID="LinkButton1" CommandName="Insert" runat="server">Insert</asp:LinkButton>
</InsertItemTemplate>
</asp:FormView>
EDIT: Fixed the links to the tutorials...I didn't realize the orginal link didn't show info on the formview.