string Data = reader["ScenarioData"].ToString();
           
    <Scenario Name="Scenario1" Feature="Feature1">
    <Steps>
    <Step Url="http://google.com"></Step>
    </Steps>
    </Scenario>
           
    SqlXml sqlXml = reader["ScenarioData"].GetSqlXml();
    using (var reader = sqlXml.CreateReader())
    {
        // Do something with the XML, like maybe
        var doc = XDocument.Load(reader);
        var url = doc.Element("Scenario")
                     .Element("Steps")
                     .Element("Step")
                     .Attribute("Url")
                     .Value;
        // etc.
    }
           
    SqlDataReader reader= cmd.ExecuteReader();
    while (reader.Read())
    {
        .....
        // you have already an xml string stocked in data
        string data = (string)reader["ScenarioData"];
        // parse it
        var doc = XDocument.Parse(data);
        var step = doc.Descendants("Step").Attributes().FirstOrDefault();
        var url = step != null ? step.Value : String.Empty;
        ......
    }
           
    using System.Xml.Linq;
     
    var xml = XElement.Parse(reader["ScenarioData"].ToString());
     
    //assuming there can be multiple <step> elements
    var steps = xml.Element("Scenario").Element("Steps").Elements("Step");
    var url = steps.First().Attribute("Url").Value;