DataTable dt = new DataTable();
        DataColumn column = new DataColumn();
        dt.Columns.Add("ID", typeof(Int32));
        dt.Columns.Add("Name", typeof(string));
        dt.Columns.Add("Last Name", typeof(string));
        for(var a=1;a<5;a++)
        {
            DataRow row = dt.NewRow();
            row[0] = "12";
            row[1] = "Pires";
            row[2] = "lopes";
            dt.Rows.Add(row);
        }
        GridView1.DataSource = dt;
        GridView1.DataBind();

Segunda opção
        GridView1.DataSource = new List<dynamic>() {
            new { Name = "Andy", LastName="Wayne", Position = "PG"},
            new { Name = "Bill", LastName="Johnson", Position = "SD" },
            new { Name = "Caroline", LastName="Barry", Position = "Manager"}
        };
        GridView1.DataBind();