K. I figured it out somewhat. But I wish ESRI would post more information on how to format the "Where" property of the "Query" object.
I was able to do the following, but still trying to figure out how to look at multiple fields.
query.Where = "StateName = '" + StateComboBox.SelectedItem + "'";
or for specific text
query.Where = "StateName = '" + "Maryland" + "'";
This should work for multiple fields, forgot you need &&.
query.Where = "StateName = '" + StateComboBox.SelectedItem+ " ' " && "IncidentType = '" + IncidentTypeComboBox +" ' ";
Just have to fool around with it some more. Actuall the use of the above && operator or &, or AND do not work when searching for strings for multiple fields.