Gridview doesn't have inbuild method to insert values like update/delete. you have to implement it manually:
Untitled document
► Step 1 : Add new template Field With the Required Controls:
<asp:TemplateField>
<FooterTemplate>
Name:<asp:TextBox ID="txtname" runat="server" /><br />
Gender :
<asp:DropDownList ID="ddGender" runat="server">
<asp:ListItem>Male</asp:ListItem>
<asp:ListItem>Female</asp:ListItem>
</asp:DropDownList>
<asp:Button ID="btnInsert" runat="server" Text="Insert" OnClick="btnInsert_Click" />
</FooterTemplate>
</asp:TemplateField>
► Step 2 Implement the Button's Click event:
protected void btnInsert_Click(object sender, EventArgs e)
{
string name = ((TextBox)GridView1.FooterRow.FindControl("txtname")).Text;
string gender = ((DropDownList)GridView1.FooterRow.FindControl("ddGender")).SelectedValue;
string ConnString = ConfigurationManager.ConnectionStrings["ConnectionString"].ConnectionString;
SqlConnection conn = new SqlConnection(ConnString);
conn.Open();
string q = "insert into people (name,gender) values(@name,@gender)";
SqlCommand comm = new SqlCommand(q,conn);
comm.Parameters.AddWithValue("name", name);
comm.Parameters.AddWithValue("gender", gender);
comm.ExecuteNonQuery();
conn.Close();
BindGrid(); //Re-bind Gridview
}