Create the control, create an HTML Writer, set any settings or databind the control, then call the render method, using the HTML Writer.
You can then get the string out of the writer.
Edit: I initially misread the question and thought you wanted to render a datagrid.
A Datatable can easily be rendered to its XML.
you asked for HTML.
here is a console app code that will render a datatable using a datagrid control.
class Program
{
static void Main(string[] args)
{
DataTable dt = new DataTable();
dt.Columns.Add("Column1");
dt.Columns.Add("Column2");
dt.Rows.Add("RowValue1", "Field2RowValue1");
dt.Rows.Add("RowValue2", "Field2RowValue2");
DataGrid dg = new DataGrid();
dg.DataSource = dt;
dg.DataBind();
StringWriter sw = new StringWriter();
HtmlTextWriter w = new HtmlTextWriter(sw);
dg.RenderControl(w);
Console.Write(sw.ToString());
Console.ReadLine();
}
}