I think I understand.
One thing is that I was never actually loading the database into the dataset, only vice versa. This is because my program only adds to the database, and never needs to read anything from it. So I didn't bother loading from the database, I just created the dataset independently. I suppose if it is necessary to somehow tie the dataset and database together then I could do so.
The next question is what if someone else is also adding to the database at the same time? Are their changes going to be reflected to my dataset? Could this cause confusion in the process?