Your code works: it just doesn't do much!
Specifically, it doesn't display anything, so you can;t see that it has worked.
Use the DataTabe as the DataSource for a data aware control such as a DatGirdView or similar, and you'll see.
And it'd work better if you added some data!
column1.AllowDBNull = false;
dt.Columns.Add();
dt.Rows.Add(111);
dt.Rows.Add(112);
dt.Rows.Add(113);
DataSet se = new System.Data.DataSet();
se.Tables.Add(dt);
myDataGridView.DataSource = dt;