You need to connect the DataSet to the DataGridView.
To do that you set the DataGridView.DataSource property.
Normally you first create a BindingSource and connect the DataSet to the DataSource property and then connect the BindingSource to the DataGridView.DataSource property.
See
DataGridView.DataSource Property[
^]
As you don't have a database this article might be of interest.
Walkthrough: Reading XML Data into a Dataset[
^]