VS 2005. Windows Forms. What is the VB syntax for executing a Dataset query?

It's still not clear to me which way to steer you.  Taking your last post's description on its own - that you are just looking for "syntax" to put your new records in the database - it might seem that the creation of a OleDbCommand to be used with .ExecuteNonQuery is the way to go.  I anticipate, however, that you will also - at some point in or connected with this app - be wanting to read the data from the database into it.  That suggests a dataadapter and, given that a dataadapter brings with it its own method of inserting new data into the database, perhaps would make use of that, even for the specific purpose you describe, the most sensible course.

To cut throught the Gordian Knot, can I suggest the following approach.  In an Access database create a table called "TestTable" and put in it a few fields making sure that one of them is nominated as a PrimaryKey: I usually use an AutoNumber field for that, even if I do not need it for any other purpose.

Now Open a VB.NET project and on the default form put two buttons and this code.

Imports System.Data.OleDb

Public Class Form1
    Private con As OleDbConnection
    Private da As OleDbDataAdapter
    Private dt As New DataTable
    Private cb As OleDbCommandBuilder

    Private Sub Form1_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
        Dim conString As String = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=C:\Test\test.mdb" 'substitute your own database path for C:\Test\test.mdb
        con = New OleDbConnection(conString)
        Dim sql As String = "SELECT * FROM TestTable"
        da = New OleDbDataAdapter(sql, con)
        cb = New OleDbCommandBuilder(da)
    End Sub

    Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
        'some code to create new records and put them in the datatable - dt - equivalent to step 3 in your post ...
        '... DO NOT include any value for the Primary Key field, Access will be filling that with AutoIncrement.
        '... then ...
        da.Update(dt)
    End Sub

    Private Sub Button2_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button2.Click
        Dim cmd As OleDbCommand = cb.GetInsertCommand
        Debug.WriteLine(cmd.CommandText)
        For Each p As OleDbParameter In cmd.Parameters
            Debug.WriteLine(p.ParameterName)
            'and such other properties as you are interested in - e.g. SourceColumn, DataType, whatever - the list will appear in intellisense as you type the code)
        Next
    End Sub
End Class

Now, if you run that project (amplifying/modifying the code as necessary in the light of the comments it contains) and click on button1 you will find that the records you have created in the app get inserted into the database table.  And this, provided the datatable has already been created in Access and has a Primary Key, will happen even if, before you run the app, there were NO records in the database table at all.

If you want to see the "syntax" for an insert command, click button2 and it will show the one that the dataadapter's .Update method executes when a record needs to be inserted.  What the dataadapter does is get the values to give to each parameter from each new row in the app's datatable and itself, in effect, calls .ExecuteNonQuery on that command for each row.  If you want to do it yourself, rather than using a dataadapter with a commandbuilder, you will need to write a similar command text and parameter collection and then have code to cycle through the rows collecting the values from the relevant fields and calling .ExecuteNonQuery on the command for each row.  Like

    For Each dr As DataRow In myTable.Rows
        myCommand.Parameters("@1").Value = dr("ThisColumn")
        myCommand.Parameters("@2").Value = dr("ThisColumn")
        myCommand.ExecuteNonQuery
    Next

What I'm suggesting is a learning process, rather than actually an answer, but I think it might help us on the way to getting you going.  If you like what you see, you will need to adapt it to your specific needs.  But at least it might give a clearer idea of what's available and help you to decide what route you want to go down.

If, when you've tried that, you have specific questions/problems, I'll be happy to try and help with them.

Roger