Hi sani.ss501,

Refer below sample.

HTML

<asp:GridView ID="GridView1" runat="server" DataKeyNames="CustomerId" OnRowDataBound="OnRowDataBound"
    OnRowEditing="OnRowEditing" OnRowCancelingEdit="OnRowCancelingEdit" OnRowUpdating="OnRowUpdating"
    OnRowDeleting="OnRowDeleting" EmptyDataText="No records has been added." AutoGenerateEditButton="true"
    ShowHeaderWhenEmpty="true" AutoGenerateDeleteButton="true">
    <Columns>
        <asp:TemplateField>
            <ItemTemplate>
                <asp:CheckBox runat="server" ID="chkGet" />
            </ItemTemplate>
        </asp:TemplateField>
    </Columns>
</asp:GridView>
<br />
<asp:Button Text="Display" runat="server" OnClick="GetCheckedRow" />

Namespaces

C#

using System.Data;
using System.Configuration;
using System.Data.SqlClient;

VB.Net

Imports System.Data
Imports System.Configuration
Imports System.Data.SqlClient

Code

C#

protected void Page_Load(object sender, EventArgs e)
{
    if (!this.IsPostBack)
    {
        this.BindGrid();
    }
}

private void BindGrid()
{
    string constr = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    using (SqlConnection con = new SqlConnection(constr))
    {
        using (SqlCommand cmd = new SqlCommand("SELECT CustomerId, Name, Country FROM CustomerTest"))
        {
            using (SqlDataAdapter sda = new SqlDataAdapter())
            {
                cmd.Connection = con;
                sda.SelectCommand = cmd;
                using (DataTable dt = new DataTable())
                {
                    sda.Fill(dt);
                    GridView1.DataSource = dt;
                    GridView1.DataBind();
                }
            }
        }
    }
}
protected void GetCheckedRow(object sender, EventArgs e)
{
    string message = "";
    foreach (GridViewRow row in GridView1.Rows)
    {
        CheckBox chk = row.FindControl("chkGet") as CheckBox;
        if (chk.Checked)
        {
            message += row.Cells[2].Text + " " + row.Cells[3].Text + " " + row.Cells[4].Text + "\\n";
        }
    }
    ScriptManager.RegisterStartupScript(this, this.GetType(), "Message", "alert('" + message + "');", true);
}

protected void OnRowEditing(object sender, GridViewEditEventArgs e)
{
    GridView1.EditIndex = e.NewEditIndex;
    this.BindGrid();
}

protected void OnRowCancelingEdit(object sender, EventArgs e)
{
    GridView1.EditIndex = -1;
    this.BindGrid();
}

protected void OnRowUpdating(object sender, GridViewUpdateEventArgs e)
{
    GridViewRow row = GridView1.Rows[e.RowIndex];
    int customerId = Convert.ToInt32(GridView1.DataKeys[e.RowIndex].Values[0]);
    string name = (row.Cells[2].Controls[0] as TextBox).Text;
    string country = (row.Cells[3].Controls[0] as TextBox).Text;
    string constr = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    using (SqlConnection con = new SqlConnection(constr))
    {
        using (SqlCommand cmd = new SqlCommand("UPDATE Customers SET Name = @Name, Country = @Country WHERE CustomerId = @CustomerId"))
        {
            cmd.Parameters.AddWithValue("@CustomerId", customerId);
            cmd.Parameters.AddWithValue("@Name", name);
            cmd.Parameters.AddWithValue("@Country", country);
            cmd.Connection = con;
            con.Open();
            cmd.ExecuteNonQuery();
            con.Close();
        }
    }
    GridView1.EditIndex = -1;
    this.BindGrid();
}

protected void OnRowDataBound(object sender, GridViewRowEventArgs e)
{
    if (e.Row.RowType == DataControlRowType.DataRow && e.Row.RowIndex != GridView1.EditIndex)
    {
        (e.Row.Cells[0].Controls[2] as LinkButton).Attributes["onclick"] = "return confirm('Do you want to delete this row?');";
    }
}

protected void OnRowDeleting(object sender, GridViewDeleteEventArgs e)
{
    int customerId = Convert.ToInt32(GridView1.DataKeys[e.RowIndex].Values[0]);
    string constr = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    using (SqlConnection con = new SqlConnection(constr))
    {
        using (SqlCommand cmd = new SqlCommand("DELETE FROM Customers WHERE CustomerId = @CustomerId"))
        {
            cmd.Parameters.AddWithValue("@CustomerId", customerId);
            cmd.Connection = con;
            con.Open();
            cmd.ExecuteNonQuery();
            con.Close();
        }
    }
    this.BindGrid();
}

VB.Net

Protected Sub Page_Load(sender As Object, e As EventArgs) Handles Me.Load
    If Not Me.IsPostBack Then
        Me.BindGrid()
    End If
End Sub

Private Sub BindGrid()
    Dim constr As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
    Using con As New SqlConnection(constr)
        Using cmd As New SqlCommand("SELECT CustomerId, Name, Country FROM CustomerTest")
            Using sda As New SqlDataAdapter()
                cmd.Connection = con
                sda.SelectCommand = cmd
                Using dt As New DataTable()
                    sda.Fill(dt)
                    GridView1.DataSource = dt
                    GridView1.DataBind()
                End Using
            End Using
        End Using
    End Using
End Sub

Protected Sub GetCheckedRow(ByVal sender As Object, ByVal e As EventArgs)
    Dim message As String = ""

    For Each row As GridViewRow In GridView1.Rows
        Dim chk As CheckBox = TryCast(row.FindControl("chkGet"), CheckBox)

        If chk.Checked Then
            message += row.Cells(2).Text & " " + row.Cells(3).Text & " " + row.Cells(4).Text & "\n"
        End If
    Next

    ScriptManager.RegisterStartupScript(Me, Me.[GetType](), "Message", "alert('" & message & "');", True)
End Sub

Protected Sub OnRowEditing(sender As Object, e As GridViewEditEventArgs)
    GridView1.EditIndex = e.NewEditIndex
    Me.BindGrid()
End Sub

Protected Sub OnRowCancelingEdit(sender As Object, e As EventArgs)
    GridView1.EditIndex = -1
    Me.BindGrid()
End Sub

Protected Sub OnRowUpdating(sender As Object, e As GridViewUpdateEventArgs)
    Dim row As GridViewRow = GridView1.Rows(e.RowIndex)
    Dim customerId As Integer = Convert.ToInt32(GridView1.DataKeys(e.RowIndex).Values(0))
    Dim name As String = TryCast(row.Cells(2).Controls(0), TextBox).Text
    Dim country As String = TryCast(row.Cells(3).Controls(0), TextBox).Text
    Dim constr As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
    Using con As New SqlConnection(constr)
        Using cmd As New SqlCommand("UPDATE Customers SET Name = @Name, Country = @Country WHERE CustomerId = @CustomerId")
            cmd.Parameters.AddWithValue("@CustomerId", customerId)
            cmd.Parameters.AddWithValue("@Name", name)
            cmd.Parameters.AddWithValue("@Country", country)
            cmd.Connection = con
            con.Open()
            cmd.ExecuteNonQuery()
            con.Close()
        End Using
    End Using
    GridView1.EditIndex = -1
    Me.BindGrid()
End Sub

Protected Sub OnRowDataBound(sender As Object, e As GridViewRowEventArgs)
    If e.Row.RowType = DataControlRowType.DataRow AndAlso e.Row.RowIndex <> GridView1.EditIndex Then
        TryCast(e.Row.Cells(0).Controls(2), LinkButton).Attributes("onclick") = "return confirm('Do you want to delete this row?');"
    End If
End Sub

Protected Sub OnRowDeleting(sender As Object, e As GridViewDeleteEventArgs)
    Dim customerId As Integer = Convert.ToInt32(GridView1.DataKeys(e.RowIndex).Values(0))
    Dim constr As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
    Using con As New SqlConnection(constr)
        Using cmd As New SqlCommand("DELETE FROM Customers WHERE CustomerId = @CustomerId")
            cmd.Parameters.AddWithValue("@CustomerId", customerId)
            cmd.Connection = con
            con.Open()
            cmd.ExecuteNonQuery()
            con.Close()
        End Using
    End Using
    Me.BindGrid()
End Sub

Screenshot