If you want to insert a complete DataTable at once, you can use SqlBulkCopy:

using (SqlConnection connection = new SqlConnection(myConnectionString))
{
   using (SqlBulkCopy bulkCopy = new SqlBulkCopy(connection))
   {
      bulkCopy.DestinationTableName = "myNewTable";
      bulkCopy.WriteToServer(dt);
   }
}

It's easy as that!