To the best of my knowledge you can't add the EditControlBlock (ECB) menu to a
DataView (DataForm) web part. You can however turn on edit links in the
DataForm web part properties (last tab in the properties panel) using SharePoint
Designer. This will add an Edit link to the left end of each row in the web
part. Clicking it will shift the row into edit mode. You will then see a
Save/Cancel link where the edit link used to be. You can also turn on Insert
and Delete links in the same properties panel.