var selectQuery = "Some sql query";
using (var sqlConn = new SqlConnection("ConnectionString"))
{
    var sqlCmd = new SqlCommand(selectQuery , sqlConn);
    var sqlAdapter = new SqlDataAdapter(sqlCmd);
    var table = new DataTable();
    sqlAdapter.Fill(table);
    //table.Columns - коллекция столбцов
}

using (var cnn = new SqlConnection("Data Source=.;Initial Catalog=stuff;Integrated Security=True"))
{
  cnn.Open();
  var data = cnn.Query(@"
    select 1 n, 'A' s
    union all
    select 2, 'B'");
  foreach (var row in data)
    Console.WriteLine("{0}: {1}", row.n, row.s);
}

create table dbo.Test (
  n int,
  s varchar(1)
)
go
insert into dbo.Test(n,s) values(1, 'A')
go

using (var cnn = new SqlConnection("Data Source=.;Initial Catalog=stuff;Integrated Security=True"))
{
  cnn.Open();
  var data = cnn.Query(@"
  select *
  from dbo.Test t1
  join dbo.Test t2 on t2.n=t1.n
  join dbo.Test t3 on t3.n=t2.n
  join dbo.Test t4 on t4.n=t3.n
");
  foreach (var row in data)
  foreach(var kvp in row)
    Console.WriteLine("{0}: {1}", kvp.Key, kvp.Value);
}