// define connection string for database server
string connectionString = "server=<server name>; database=AdventureWorks; uid=<user name>; pwd=;";    // no password

// define SqlConnection connection to database using connection string
SqlConnection conn = null;
try
{
    conn = new SqlConnection (connectionString);
}
catch (Exception exc)
{
    MessageBox.Show (exc.Message, "conn = new SqlConnection (connectionString);");
}

// define SqlCommand command or command string that contains query
string commandString = "SELECT * from <table name>";

// define SqlDataAdapter data adapter using command string & connection object:
SqlDataAdapter dataAdapter = new SqlDataAdapter (commandString, conn);

// create new DataSet object (create DataSet)
DataSet ds = new DataSet ();

try
{   // fill dataset object with query result via data adapter (for SELECT)
    dataAdapter.Fill (ds, "<table name>");
}
catch (Exception exc)
{
    MessageBox.Show (exc.Message, "dataAdapter.Fill (ds, \"<table name>\");");
}

// result of query now stored in dataset object in table "<table name>"
// get reference to table by using indexer property of dataset object's Tables collection
dataTable = ds.Tables ["<table name>"]; 

dataAdapter.Fill (ds, "<table name>");