.DAT files aren’t usually SQL Server databases. Microsoft SQL Server database files are usually MDF and LDF files with the MDF files being the data file and the LDF being the log file. Microsoft SQL Server hasn’t used the .DAT file extension since SQL Server 6.5. Are you sure that this is a SQL Server database file?
Assuming that it is a SQL Server database file you can right click on the databases node in the Enterprise Manager (SQL 2000) or Management Studio (SQL 2005) and select attach database. Select the correct data file and click OK, or Attach. If it’s a valid SQL Server file SQL will attach the database and you will then be able to query the file.
If it’s not a SQL Server database file you’ll need to use whatever database software made the file and then use the import/export wizard to connect to that database and copy the records into the SQL Server database.
In either case the process is basically the same in SQL Server 7-SQL Server 2008.