Example

string strConnection = "Server=abc\\SQLEXPRESs;Database=Employee;Trusted_Connection=True";
            SqlConnection con = new SqlConnection(strConnection);
           //creating new connection to database Employee
            con.Open();
           //opening connection
SqlDataAdapter da = new SqlDataAdapter("select * from employee", con);
           //assigning data to DataAdapter according to the query
            DataSet ds = new DataSet();
            da.Fill(ds, "Employee");
            //filling dataset.
            ds.WriteXml("C:\\dataEmployee.xml");
            //writing XML file of name ‘dataEmployee.xml’ of database 

Screen shot