The Infopath document is just a regular XML file, the structure of which matches the data sources you defined in the Infopath form.
You just need to access the file via the SharePoint object model, modify it using standard methods (XmlDocument API) and then write it back to the SharePoint list. You must be careful to preserve the structure and insert valid data or you won't be able to open the form using Infopath.
You should really check out a book on SharePoint if you plan to do any serious development. Infopath is also a minefield.
Object model usage examples: here, here and here. The ridiculously incomplete MSDN reference documentation is here.
EDIT: here is some example code. I haven't done SharePoint for a while so I'm not sure this is 100% correct, but it should give you enough to get started:
// Open SharePoint site
using (SPSite site = new SPSite("http://<SharePoint_Site_URL>"))
{
using (SPWeb web = site.OpenWeb())
{
// Get handle for forms library
SPList formsLib = web.Lists["FormsLib"];
if (formsLib != null)
{
SPListItem itm = formsLib.Items["myform.xml"];
// Open xml and load it into XML document
using (Stream s = itm.File.OpenBinary ())
{
MemoryStream ms;
byte[] xmlData;
XmlDocument xml = new XmlDocument ();
xml.Load (s);
s.Close ();
// Do your stuff with xml here ...
// Get binary data for new XML
xmlData = System.Text.Encoding.UTF8.GetBytes (xml.DocumentElement.OuterXml);
ms = new MemoryStream (xmlData);
// Write data to sharepoint item
itm.File.SaveBinary (ms);
ms.Close ();
itm.Update ();
}
}
web.Close();
}
site.Close();
}