Here is my example of using DataGridView in Visual Studio 2019.

First I started new Windows Forms App (.NET Framework), please note that you need .NET Framework, otherwise it will .NET 5.0

Next I added DataGridView, and here automatically opened "Choose Data Source":

Then choose a data source type, in my case I have choosen Database:

Choose data connection:

Choose database objects:

I have added two buttons, one to update data to the database, and other to fill grid with data. On the end my Form looks like:

Finally, here is how my source code look like:

using System;
using System.Windows.Forms;

namespace GridDataSetBindingSourceAndTableAdapterExample
{
  public partial class Form1 : Form
  {
    public Form1()
    {
      InitializeComponent();
    }

    private void Form1_Load(object sender, EventArgs e)
    {
      // TODO: This line of code loads data into the 'testCompleteTestDataSet.Names' table. You can move, or remove it, as needed.
      this.namesTableAdapter.Fill(this.testCompleteTestDataSet.Names);

    }

    private void Update_Click(object sender, EventArgs e)
    {
      this.namesTableAdapter.Update(this.testCompleteTestDataSet);
    }

    private void Fill_Click(object sender, EventArgs e)
    {
      this.namesTableAdapter.Fill(this.testCompleteTestDataSet.Names);
    }
  }
}
Here is SQL script to create table which I am using for this example:
CREATE TABLE [dbo].[Names](
	[FirstName] [nvarchar](50) NULL,
	[LastName] [nvarchar](50) NULL,
	[ID] [int] NULL
) ON [PRIMARY]
Example project in VS 2019 download from here