A GeometryCollection is a collection of zero or more geometry or geography instances. A GeometryCollection can be empty.
The following example instantiates a geometry GeometryCollection with Z values in SRID 1 containing a Point instance and a Polygon instance.
DECLARE @g geometry;
SET @g = geometry::STGeomCollFromText('GEOMETRYCOLLECTION(POINT(3 3 1), POLYGON((0 0 2, 1 10 3, 1 0 4, 0 0 2)))', 1);
Concepts
Designing and Implementing Spatial Storage (Database Engine)
Help and Information
Getting SQL Server 2008 Assistance