Removing records from a database via gridview using vb.net

I have a windows form I created in visual studio 2017, In the form I have a datagrid view called DataGridView1 the form connects to a sql database. The table that populates that database is called tbl_Supervisors and contains the following fields. Empl_ID (unique Primary Key) Last_Name, First_Name and so on. I created a button with the following code (see below) to remove a selected record or records from the grid. However, this does not removed the records from the database. I'm assuming I need something like SQL.ExecQuery("Delete From tbl_Supervisors where EMPL_ID=
but being a semi-newbie I don't know the proper syntax and where to place that line or lines of code in relation to my code below.

Private Sub cmdDeleteUser_Click(sender As Object, e As EventArgs) Handles cmdDeleteUser.Click
        If DataGridView1.SelectedRows.Count > 0 Then
            For i As Integer = DataGridView1.SelectedRows.Count - 1 To 0 Step -1
                DataGridView1.Rows.RemoveAt(DataGridView1.SelectedRows(i).Index)

            Next
        Else
            MessageBox.Show("No rows to select")
        End If
    End Sub
End Class