Filling a DataSet with multiple tables can be done by sending multiple requests to the database, or in a faster way: Multiple SELECT statements can be sent to the database server in a single request. The problem here is that the tables generated from the queries have automatic names Table and Table1. However, the generated table names can be mapped to names that should be used in the DataSet.
SqlDataAdapter adapter = new SqlDataAdapter(
"SELECT * FROM Customers; SELECT * FROM Orders", connection);