How to use DataSet vs DataTable

A DataSet holds one or more DataTables.
 
Example 1:

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DataTable dt = new DataTable();
DataSet ds = new DataSet();
ds.Tables.Add(dt);

 
Example 2:

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DataTable dt1 = new DataTable();
DataTable dt2 = new DataTable();
DataSet ds = new DataSet();
ds.Tables.Add(dt1);
ds.Tables.Add(dt2);

DataTable = A table with rows and columns
DataSet = A set with datatables. Can hold one or more Datatables in it. A container of datatables. Not just it, in Dataset you can have relations between tables too.