Retrieve API Data by Using C#

Goal:

Using C# code to retrieve data from API and insert it into a SQL server's table.

Problem:

What C# source code / syntax do you suggest me to use? Is it efficient to use LinQ? What syntax do I need to retrieve the data from API?

Information:

*The computers version is SQL 2008 R2 standard edition.

*I'm using VS 2008

*The URL address contains login and password.

*If you save the document by pasting the URL address, it will ask if you want to save it and the format will be xml.

*No usage of third person application or add in application for instance Resharper etc.