I'm making a number of assumptions here (such as Sitecore 8.x+ and also WFFM MVC and not web forms and that this is to create a field of type dropdown). However If I'm right on these assumptions you probably need to do something like the following which inherits from the default dropdownlistfield and adds custom values from an external source:
The wffm field:
/// <summary>
/// used by web forms only and for settings in wffm designer
/// </summary>
public class ExternalDropDownList : DropList
{
public new ListItemCollection SelectedValue
{
get { return this.selectedItems; }
set { this.selectedItems = value; }
}
protected override void InitItems(ListItemCollection items)
{
base.InitItems(items);
}
protected override void DoRender(HtmlTextWriter writer)
{
base.DoRender(writer);
}
}
The rendered field:
// <summary>
/// used to render the form field view (Views/Form/EditorTemplates/DropDownListField.cshtml)
/// </summary>
public class ExternalDropDownListField : DropListField
{
private string InitialSelection { get; set; }
public override void Initialize()
{
Items = new List<SelectListItem>();
var externaldbItems = dbFactory.GetItems(); //your db access here
if (Parameters.ContainsKey("initialselection"))
InitialSelection = Parameters["initialselection"];
var externalItemSelected = false;
foreach (var item in externaldbItems)
{
if (string.Equals(item.Field1, InitialSelection, StringComparison.InvariantCultureIgnoreCase))
externalItemSelected = true;
Items.Add(new SelectListItem
{
Value = item.Field1,
Text = item.Field2,
Selected = externalItemSelected
});
}
base.Initialize();
}
Lastly you need to add this into Sitecore as a custom field here: /sitecore/system/Modules/Web Forms for Marketers/Settings/Field Types
Like so:

Obviously you will need to add in access to your db via some kind of factory or ORM on this line:
var externaldbItems = dbFactory.GetItems();