A DataSet is just a representation of an in-memory data cache. The data
could come from anywhere. DataSet supports XML files directly and usually
DataAdapters are uses to fill the DataSet via a database connection. You can
manually create a DataSet by adding DataTable objects to the
DataTableCollection property "Tables". For an example of creating a DataSet
without using an XML file or populating via a database connection see
http://msdn2.microsoft.com/en-us/library/aeskbwf7.aspx
Binding that DataSet to the DataGridView would be the same as if the DataSet
was populate via a database connection and a DataAdapter.