_cmd.Connection = CON; //_cmd is sqlCommand and
CON is Connection
            _cmd.CommandText = "select
Book_Code,ISBN,Title_Of_book from Book_Master";
            SqlDataReader dr = _cmd.ExecuteReader();
            dts.Columns.Add("Book_Code");
            dts.Columns.Add("ISBN");
            dts.Columns.Add("Title_Of_book"); DataRow drs;
            while (dr.Read())
            {
                drs = dts.NewRow();
                drs[0] = dr[0].ToString();
                drs[1] = dr[1].ToString();
                drs[2] = dr[2].ToString();
                dts.Rows.Add(drs);

                Application.DoEvents();
               
                
  
                
            }
           dataGridView2.DataSource = dts;
           
           
            dr.Close();
           _cmd.Dispose();

yes u can use data reader to fill gridview with while
function. and paging depends upon the datagrid property. if
u use custom paging there in no possibility with data
reader. u will have to use data table to fill data grid and
data table should be filled through data reader.

some changes made in the above code

cmd.Connection = CON; //_cmd is sqlCommand and
CON is Connection
 _cmd.CommandText = "select
Book_Code,ISBN,Title_Of_book from Book_Master";

SqlDataReader dr = _cmd.ExecuteReader();
DataTable dataTable = new DataTable();
dataTable.Load(dr);
dr.Close();
_cmd.Dispose();

dataGridView2.DataSource = dataTable;