Hi ramco1917,

Refer below sample.

HTML

<asp:GridView ID="gvCustomers" runat="server" OnRowCommand="OnRowCommand">
</asp:GridView>

Namespaces

C#

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

VB.Net

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

Code

C#

protected void Page_Load(object sender, EventArgs e)
{
    if (!this.IsPostBack)
    {
        string conString = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
        using (SqlConnection con = new SqlConnection(conString))
        {
            using (SqlCommand cmd = new SqlCommand("SELECT * FROM Customers", con))
            {
                using (SqlDataAdapter sda = new SqlDataAdapter(cmd))
                {
                    using (DataTable dt = new DataTable())
                    {
                        sda.Fill(dt);
                        // Adding CommandField column.
                        CommandField cf = new CommandField();
                        cf.ButtonType = ButtonType.Link;
                        cf.ShowSelectButton = true;
                        gvCustomers.Columns.Add(cf);

                        gvCustomers.DataSource = dt;
                        gvCustomers.DataBind();
                    }
                }
            }
        }
    }
}

protected void OnRowCommand(object sender, GridViewCommandEventArgs e)
{
    int index = Convert.ToInt32(e.CommandArgument);
    if (e.CommandName == "Select")
    {
        string name = gvCustomers.Rows[index].Cells[2].Text;
        ClientScript.RegisterClientScriptBlock(this.GetType(), "alert", "alert('Selected Name: " + name + "');", true);
    }
}

VB.Net

Protected Sub Page_Load(ByVal sender As Object, ByVal e As EventArgs) Handles Me.Load
    If Not Me.IsPostBack Then
        Dim conString As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
        Using con As SqlConnection = New SqlConnection(conString)
            Using cmd As SqlCommand = New SqlCommand("SELECT * FROM Customers", con)
                Using sda As SqlDataAdapter = New SqlDataAdapter(cmd)
                    Using dt As DataTable = New DataTable()
                        sda.Fill(dt)
                        ' Adding CommandField column.
                        Dim cf As CommandField = New CommandField()
                        cf.ButtonType = ButtonType.Link
                        cf.ShowSelectButton = True
                        gvCustomers.Columns.Add(cf)

                        gvCustomers.DataSource = dt
                        gvCustomers.DataBind()
                    End Using
                End Using
            End Using
        End Using
    End If
End Sub

Protected Sub OnRowCommand(ByVal sender As Object, ByVal e As GridViewCommandEventArgs)
    Dim index As Integer = Convert.ToInt32(e.CommandArgument)
    If e.CommandName = "Select" Then
        Dim name As String = gvCustomers.Rows(index).Cells(2).Text
        ClientScript.RegisterClientScriptBlock(Me.GetType(), "alert", "alert('Selected Name: " & name & "');", True)
    End If
End Sub

Screenshot