The code which you have written seems to be correct. If you run, dataset will be fill by the data. After that you can associate this DataSet with ASP.NET DataControl and do the DataBind. Let say for GridView,
GridView1.DataSource=dsl
GridView1.DataBind()
Yes, you are looking for doing the stuff from design view, you can do that. GridView has a Smart Tag, ( > Symbol in DesingView ) Click on that, select data source and follow the instruction.