The PersistenceManager has a property called DataSet which exposes all of the objects in the PersistenceManager Cache as a DataSet.
Therefore:
(1) Create a new PersistenceManager
(2) Read some objects into the PersistenceManager Cache
(3) Access the DataSet through the PM's DataSet property
EntityList<Order> orders = pPm.GetEntities<Order>();
DataSet ds = pPm.DataSet;