Create a DataSet out of it. Like:
DataSet myDataSet = new DataSet();
and then do a databind.
myControl.DataSource = myDataSet.Tables[tablename];
If that is not the case, then you could look at controls like XMLDataSource which allow you to do this:
Create a XMLDataSource in your markup like:
<asp:XmlDataSource ID="myXMLDataSource" runat="server" DataFile="~/mydatafilexml"></asp:XmlDataSource>
And bind it to your datacontrol as usual.
The below sample shows a dropdownlist bound to the XMLDataSource.
<asp:DropDownList ID="myDropDownLust" runat="server" DataSourceID="myXMLDataSource"
And http://support.microsoft.com/kb/315906 is the Microsoft Knowledge base article titled "HOW TO: Display an XML Document in ASP.NET by Using the Xml Web Server Control" that talks about exactly this.
Hope that information suffices.