Yes, it exactly the way to do it.
You need to create 2 parameters (input 1 and input 2), then declare both of them in your DataSet.
The order of declaration of the parameters is important here ! Because the 1st parameter will be the 1st "?" in your query, and the 2nd one will be the 2nd "?".
Then your query should be something like :
"select .... from ... where Addresse BETWEEN ? AND ?"
The result should be someting like this