XSLX is just a Zip archive, you can open it programmaticaly with any library available for you, inside of it you willfind your XML source with data. To understand this format in depth just rename .xlsx extension into .zip and extract content on disk and just go through files you will see there. This will help you a lot. This valid for all Microsoft Office 2007 file formats.

there is a number of databases that supports XML natively, one of their data types exactly XML when in simple databases maximum you could have is TEXT only. You want to deal with XML in database naturally you have two ways one is to use XML enabled databases like Microsoft SQL 2005/2008 or IBM DB2 (both of them have free Express editions) or use native XML databases like Berkeley DB XML (unfortunately was acquired by Oracle), Sedna, MarkLogic.....

you can do XML to C# (or VB.NET) "translatio n" with XSLT, where you generate language code out of your XML message and then you can perform runt-time compilation and execution of your dynamically generated "assembly". pretty easy to do actually.