There are two environment Connected and disconnected.
Connected: when there is 1-1 (server-Client) its very helpful..
Disconnected : When may clent-1/many server its helpful.
in case case of connected you can directly execute the Command Object.
but in case of disconnected you need to take help of temporary Dataset object.
okey.
these link will be helpful for you.
Connect Database with C#
connected and disconnected Environment
difference between Connected and Disconnected Architecture