It depends on the polarity, e.g. C2H6, although being simple covalent in structure, is non-polar, and thus will not dissolve in water very well.
It would, however, dissolve in a non-polar solvent, e.g. cyclohexane, C6H12.
Essentially, polar solutes dissolve in polar solvents and non-polar solutes dissolve in non-polar solvents. This explains why oils and fats cannot dissolve in water, as oils and fats are non-polar, where as water is polar.