The designers of the .NET runtime put a lot of thought into the issue of binding XML to a database. The path from XML to database and back again starts with ADO.NET, .NET's database persistence layer, which can be thought of as analogous to Java's JDBC.

The System.Data.SqlClient namespace has all the classes you'd expect to see, like the SqlConnection, SqlCommand, and DataReader (analogous to the Java Connection, SqlCommand, and ResultSet respectively). The classes in this namespace, whose names all begin with Sql, are meant to work with Microsoft's database of choice, SQL Server. There is an entire suite of classes in the namespace System.Data.OleDb, whose names start with OleDb, which work with any OLE DB provider. If you've used JDBC, you already know basically how to use these classes.
Along with these classes, ADO.NET also introduces the DataSet. A DataSet instance represents an entire database, including the ability to track changes made to individual data elements and to persist them to the underlying database when necessary. The DataSet can maintain its state while disconnected from the actual database.

The DataSet can be used to build a data model without writing any SQL. It can also be used to persist the data model to an XML Schema or to read an existing XML Schema and dynamically build the data model. The DataSet can also read and write its data to XML.