ok,
DataGrid can show anything which you like,
Whether its in format of Database, Dataset, XML , or locally /logically created DataSets and Datatables.

if you look in MSDN there is a way to assign the datasets and binding its property to datagrids. if you debug i am sure you will find easy. its just that for the first time you will find the code long and hard.

you will need to use Tablestyles to incorporate some column styles in your datagrid.

Paresh