How to load such gridview with data from database

Using the same example you just need to assigne column names to text property

 <asp:TemplateField HeaderText="Header 1">
                <ItemTemplate>
                    <asp:TextBox ID="TextBox1" runat="server" Text = '<%# Eval("FirstName")%>'></asp:TextBox>
                </ItemTemplate>
            </asp:TemplateField>