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It is used to hold multiple tables with data. You can select data form tables, create views based on table and ask child rows over relations. Also DataSet provides you with rich features like saving data as XML and loading XML data. DataAdapter will acts as a Bridge between DataSet and database.
http://www.c-sharpcorner.com/blogs/difference-between-datareader-dataset-dataadapter-and-datatable-in-c-sharp1
I hope this helps