For this, add the selected rows values in a new data table or data set that is common to all pages
then bind the data set values to grid view in another page
Eg:
DataTable dt = new DataTable();
DataRow dr;
dt.Columns.Add(new DataColumn("ColumnName1"));
dt.Columns.Add(new DataColumn("ColumnName2"));
dt.Columns.Add(new DataColumn("ColumnName3"));
Then bind this data table in grid view in next page