Cannot save record using Entity Framework

I am an absolute beginner. But I searched the net. There are not many example shown in VB anywhere.

I have created a test project which holds the win form. Then added another project which holds the Entity Model, after building the Model I added a reference of this to the Win form project. After that I added the Model object as a datasource.

I dragged the datasource controls into the form and added the below code.

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Private context As TestModelEntities

Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load

context = New TestModelEntities

Dim query = context.employees
EmployeeBindingSource.DataSource = query.ToList




End Sub

Private Sub DepartmentBindingNavigatorSaveItem_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles EmployeeBindingNavigatorSaveItem.Click



Try
context.SaveChanges()
MessageBox.Show("Changes saved to the database.")
Me.Refresh()
Catch ex As Exception
MessageBox.Show(ex.Message)
End Try
End Sub

I am scratching my head all day. Don't know what I am doing wrong.