dotConnect for Dynamics 365 does not support transactions because Dynamics 365 itself doesn't support them. All data modifications are immediately sent to Dynamics 365. They cannot be performed offline, unlike selecting of cached data. Only after they are performed on the Dynamics 365 account, the cache is updated (if the cache for the table being updated exists). If necessary, calculated or system field values are queried from the server after data modification is performed, and cache is updated with these values.
All these actions are performed implicitly by dotConnect for Dynamics 365 itself. You don't need to do anything special, just modify data in the same way as with any other ADO.NET provider. However, remember that there are some limitations on DML statements in dotConnect for Dynamics 365. These limitations along with the details of the DML statement execution by dotConnect for Dynamics 365 are described in the Execution of DML Statements topic.
dotConnect for Dynamics 365 (formerly Dynamics CRM) supports Dynamics 365 custom objects and fields, and you can modify their data in the same way as with regular objects.