Constructors are methods in a class that are invoked when an instance of that class is created. Their main responsibility is to leave the new object in a useful and consistent state.
Destructors/Finalizers are methods in a class that are invoked when an instance of that is destroyed. In C# they are rarely explicitely written/used.
LINQ (Language Integrated Query) is an expression that retrieves data from a data source. LINQ simplifies this situation by offering a consistent model for working with data across various kinds of data sources and formats. In a LINQ query, you are always working with objects. You use the same basic coding patterns to query and transform data in XML documents, SQL databases, ADO.NET Datasets, .NET collections, and any other format for which a provider is available. LINQ can be used in C# and VB.