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Create One DataTable from Many within a DataSet (C# + XML)

I'm attempting to ingest multi-layered XML data from an API in order to insert it into a database.
Firstly, once I've pulled the XML file from the API, I'm using DataSet's ReadXML method to create DataTables. There happens to be 19 in total within the DataSet once ingested.
I understand that I can use DataRelation to link all of the tables, but it looks like the ReadXML method has already inferred some schema info and thus generated what appear to be sensible relationships between each DataTable of the DataSet.
However, I'd like to end up with just one table to port into my database, not 19, and I'd prefer to join/merge/relate the tables in C#, instead of within SQL.
Can you advise on a best practice for creating a single table from all related DataTables within my current DataSet?

Integrating Database Functionality

I am looking for a few suggestions on how I can integrate database functionality into my WPF application for fast and efficient query processing. Are there libraries I can integrate, or does C# have this built in.
What I intend to have is several tables with less than one thousand entries each. This data is read from an XML file when the application launches and is inserted into tables. All data should reside in memory so no filesystem support is necessary.

Look at ADO.net's DataSet: http://msdn.microsoft.com/en-us/library/ss7fbaez.aspx (emphasis mine):
The ADO.NET DataSet is a memory-resident representation of data that
provides a consistent relational programming model regardless of the
source of the data it contains. A DataSet represents a complete set of
data including the tables that contain, order, and constrain the data,
as well as the relationships between the tables.
There are several ways of working with a DataSet, which can be applied
independently or in combination. You can:
Programmatically create a DataTable, DataRelation, and Constraint within a DataSet and populate the tables with data.
Populate the DataSet with tables of data from an existing relational data source using a DataAdapter.
Load and persist the DataSet contents using XML. For more information, see Using XML in a DataSet (ADO.NET).
See http://msdn.microsoft.com/en-us/library/fx29c3yd.aspx for specifics on "Loading a DataSet from XML".
This is available by default in ADO.Net - one of the base .Net libraries, so it is immediately usable from C# without any additional dependencies. (Technically, C# is just a language - it doesn't provide any libraries.)

You can use ADO.NET Datasets from the xml files. Take a look here for a example
DataSet dataSet = new DataSet();
DataTable dataTable = new DataTable("table1");
dataTable.Columns.Add("col1", typeof(string));
dataSet.Tables.Add(dataTable);
string xmlData = "<XmlDS><table1><col1>Value1</col1></table1><table1> <col1>Value2</col1></table1></XmlDS>";
System.IO.StringReader xmlSR = new System.IO.StringReader(xmlData);
dataSet.ReadXml(xmlSR, XmlReadMode.IgnoreSchema);

DataSet and DataTable

What is dataset and datatable?
How both of them are related to each other.
And what are the uses of it.
I also want to know how to create a dataset manually and display the data in the web page using c sharp.
As i am newbie to .net and c sharp

A data set is a collection of data tables and the relationships between them. It normally represents a set of database tables and the relationships (foreign keys) between them. See DataSet on MSDN.
A data table is usually a representation of a database table, in memory. See DataTable on MSDN.
The uses are that you do not need to go to the database every time you want to lookup a value.
The rest of your question is rather broad and not really answerable, as there are many ways to create a dataset in memory. You need to be much more specific regarding what you are trying to do.

A DataSet is an in memory representation of data,It containing one or more DataTables.
A DataTable is an in-memory representation of data, typically retrieved from a database or XML source.

As far as I remember, a DataSet is a collection of DataTables and the Relations between tables.
A DataTable is an object that represents a table of data similar to a database table.
If I were you I'd avoid the use of DataSets and DataTables as they are fairly heavyweight objects and for simple display you don't need any of the extra features that they provide.
Google for information about DataReaders and maybe DataReaders vs DataTables

XMLDocument vs DataSet? Are They The Same Thing?

Just a quick question.
Other than the way you manipulate them, are XMLDocuments and DataSets basically the same thing? I'm just wondering for speed issues.
I have come across some code that calls dataSet.getXML() and then traverses the new XMLDocument.
I'm just curious what's the performance difference and which is the best one to use!
Thanks,
Adam

Very different.
A DataSet is a collection of related tabular records (with a strong focus on databases), including change tracking.
An XmlDocument is a tree structure of arbitrary data. You can convert between the two.
For "which is best".... what are you trying to do? Personally I very rarely (if ever) use DataSet / DataTable, but some people like them. I prefer an object (class) representation (perhaps via deserialization), but xml processing is fine in many cases.
It does, however, seem odd to write a DataSet to xml and then query the xml. In that scenario I would just access the original data directly.

No they are not. A DataSet does not store its internal data in XML and than a XMLDocument does not use a table/row structure to store XML Elements. You can convert from one to the other within severe limits but that's it. One of the biggest limitations is that a DataSet requires data to fit in a strict Table/Column format where a XmlDocument can have a wildly different structure from one XmlElement to the next. Moreover, the hierarchical structure of a XmlDocument usually doesn't map well to the tabular structure of a DataSet.
.NET provides XmlDataDocument as a way handle XML data in a tabular way. You have to remember though that XmlDataDocument is an XmlDocument first. The generated DataSet is just an alternative and limited way to look at the underlying XML data.

Depending on the size of your tables linq to xml or xquery might be faster to query your data than looking through the table. Im not positive on this, it is something you are going to have to test against your own data.

Combine Data from multiple DataSets

I'm loading data from multiple xml files with different schemas into DataSets. I do have foreign key style relationships between the tables in each xml file but to date they're only enforced by code. I need to access data coming from multiple files and display it in a DataGridView.
Is there a way to merge the data from multiple files into a single DataSet?
Alternately can I write linq to dataset queries across multiple DataSets?

Perhaps the DataSet.Merge() method will help you out? You can simply load the files as you're currently doing, and merge them together.