Use an XDocument. There is also the older XmlDocument. Both will work, but be careful not mixing them up when googling.
This page contains an example showing how to load an XDocument:
XDocument.Load Method (System.Xml.Linq) | Microsoft Docs
Quick googling led me to this page that looks reasonable at first sight:
I would only use DataSets when dealing with relational data.... and then only if there is no way to use a strongly typed object model instead.