Am developing an application with c#. I want to know how to insert data set values into the database

Try using SqlDataAdapter for this job.
Or you can even try using SqlComamndBuilder (of OleDb for Access database instead of Sql):

SqlDataAdapter adapter;
        DataSet dataset;
        private void Form1_Load(object sender, EventArgs e)
        {
            SqlConnection conn = new SqlConnection(Properties.Settings.Default.Database1ConnectionString);//Set the connection to the SQL server
            adapter = new SqlDataAdapter("select * from Table1", conn); //Create a DataAdapter instance
            dataset = new DataSet();
            SqlCommandBuilder builder = new SqlCommandBuilder();//User a CommandBuilder to build insert, update automatically.
            builder.DataAdapter = adapter;

            adapter.Fill(dataset);  //Fill the DataSet
            dataGridView1.DataSource = dataset.Tables[0]; //Bind the DataSet to a DataGridView
        } 

        //You can add/remove/modify the Data in the DataGridView
        private void Form1_FormClosing(object sender, FormClosingEventArgs e)
        {
            adapter.Update(dataset);//Update all the modification to the DataBase
        }

I have tried all of the above of which they function to update data in the database i wanted to insert new data values to the database with DataSet

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