SqlConnection conn = new SqlConnection("Data 
Source=MYSERVER;Initial Catalog=Northwind;User 
Id=sa;Password=sa;");
            conn.Open();
            DataTable dt=new DataTable();
            SqlDataAdapter da = new SqlDataAdapter("select 
* from Employees", conn);
            da.Fill(dt);
            testGV.DataSource = dt;

Drag and drop the table on browser,difultly it shows grid 
view ..

we can fill grid view by using sqldataadapter and dataset.
the code will be as follows........

using System.data.sqlclient (add namespace)

in code part.... 

sqlconnection con=new sqlconnection("server=(the server 
which u use);database=(database in which your table 
located);user id=;password=");

sqldataadapter da=new sqldataadapter("select * from 
table",con);
dataset ds=new dataset();
da.fill(ds); 
gridview1.datasourse=ds;
gridview1.databind();