Pandas Dataframe to DMatrix
You can use the dataframe's .values method to access raw data once you have manipulated the columns as you need them.

E.g.

train = pd.read_csv("train.csv")
target = train['target']
train = train.drop(['ID','target'],axis=1)
test = pd.read_csv("test.csv")
test = test.drop(['ID'],axis=1)

xgtrain = xgb.DMatrix(train.values, target.values)
xgtest = xgb.DMatrix(test.values)


Obviously you may need to change which columns you drop or use as the training target. The above was for a Kaggle competition, so there was no target data for xgtest (it is held back by the organisers).