How To Make CustomClass Save Changes Working In LINQ

I am trying to get Linq going on. I have a CustomClass named Ordr with the properties OrderID, EmployeeID, _ShipRegion

I do a simple query:
Dim query = From c In dbcontext.Orders _
Where c.EmployeeID = 2
Select New Ordr With { _
.OrderID = c.OrderID, _
.EmployeeID = c.EmployeeID, _
.Shipregion = c.ShipRegion}

Then I bind this query to a DataGridView:
DataGridView1.DataSource = query

Now, when I try to save any changes with dbcontext.SaveChanges() no changes are saved. OrderID is the primary key. How was I supposed to do it properly without loosing the ability to save changes?