A SqlDataAdapter needs to take in a SqlCommand object, which has a SqlConnection object tied to it. That's pretty much how the hierarchy breaks down.
As for how you go about doing that, there are options for passing them into the constructor, as well as setting the various properties after construction.
Here's an msdn article with examples of selecting, inserting, updating, and deleting.
FTA:
public static SqlDataAdapter CreateCustomerAdapter(
SqlConnection connection)
{
SqlDataAdapter adapter = new SqlDataAdapter();
// Create the SelectCommand.
SqlCommand command = new SqlCommand("SELECT * FROM Customers " +
"WHERE Country = @Country AND City = @City", connection);
// Add the parameters for the SelectCommand.
command.Parameters.Add("@Country", SqlDbType.NVarChar, 15);
command.Parameters.Add("@City", SqlDbType.NVarChar, 15);
adapter.SelectCommand = command;
// Create the InsertCommand.
command = new SqlCommand(
"INSERT INTO Customers (CustomerID, CompanyName) " +
"VALUES (@CustomerID, @CompanyName)", connection);
// Add the parameters for the InsertCommand.
command.Parameters.Add("@CustomerID", SqlDbType.NChar, 5, "CustomerID");
command.Parameters.Add("@CompanyName", SqlDbType.NVarChar,
40, "CompanyName");
adapter.InsertCommand = command;
// Create the UpdateCommand.
command = new SqlCommand(
"UPDATE Customers SET CustomerID = @CustomerID, " +
"CompanyName = @CompanyName " +
"WHERE CustomerID = @oldCustomerID", connection);
// Add the parameters for the UpdateCommand.
command.Parameters.Add("@CustomerID", SqlDbType.NChar, 5, "CustomerID");
command.Parameters.Add("@CompanyName", SqlDbType.NVarChar,
40, "CompanyName");
SqlParameter parameter = command.Parameters.Add(
"@oldCustomerID", SqlDbType.NChar, 5, "CustomerID");
parameter.SourceVersion = DataRowVersion.Original;
adapter.UpdateCommand = command;
// Create the DeleteCommand.
command = new SqlCommand(
"DELETE FROM Customers WHERE CustomerID = @CustomerID", connection);
// Add the parameters for the DeleteCommand.
parameter = command.Parameters.Add(
"@CustomerID", SqlDbType.NChar, 5, "CustomerID");
parameter.SourceVersion = DataRowVersion.Original;
adapter.DeleteCommand = command;
return adapter;
}