LINQ stands for Language Integrated Query.
LINQ is a data querying methodology which provides querying capabilities to .Net languages with syntax similar to SQL query.
LINQ has a set of querying operators that can be used to query in memory object collection, Sql database, XML, etc. LINQ processing engine will then convert the LINQ query to native query specific to the database to execute against the datasource. Since, the querying feature is integrated with the language; one can build an efficient query based on the language of their choice.
With Visual Studio, we have intelligence support and with language support, we have type safety and compile-time error checks.