DataSource= How do you connect to your database
DataSet= Structure of your database in memory
More information (from Exam 70-516: TS: Data Access Using Microsoft.NET Framework 4):
DataSource This is the main property to which you assign your data. You can assign everything that implements the IList, IListSource, IBindingList or IBindingListView interface. Some examples of elements that can be assigned to the DataSource property are arrays (IList), lists (IList), data tables (IListSource), and datasets (IListSource).
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