How to bind DatagridView

That's good but you need to provide command object in costructor of DataAdapter.

See all my correction your program with Green Comments.

SqlDataAdapter adp = new SqlDataAdapter(new SqlCommand("Select * from tblcnt", ConfigurationManager.ConnectionStrings["cn"].ConnectionString));
//See I've changed here SqlDataAdapter constuctor.
DataSet ds = new DataSet();
adp.Fill(ds);           
//Keep this things before for assigning value to any grid properties
dataGridView1.AutoGenerateColumns = true;
dataGridView1.DataSource = ds;
//you've just forgot to bind datagridview
dataGridView1.DataBind();

you are not setting object reference to an instance of object because you are just assigning dataset object to datasource which is not enough to bind Data.
you can use given code to bind your data to datagridview

SqlDataAdapter da = new SqlDataAdapter("Select * from tblcnt", ConfigurationManager.ConnectionStrings["cn"].ConnectionString);
            DataSet ds = new DataSet();
            da.Fill(ds,"tblcnt");
            DataTable dt = ds.Tables["tblcnt"];
            dataGridView1.DataSource = dt.DefaultView;

try it..

check here[^]

private void Form1_Load(object sender, EventArgs e)
{
string strCon = "Data Source=dbServer;Initial Catalog=testDB;Integrated Security=True";
string strSQL = "";

SqlDataAdapter dataAdapter = new SqlDataAdapter(strSQL, strCon);
SqlCommandBuilder commandBuilder = new SqlCommandBuilder(dataAdapter);

// Populating a new data table and bind it to the BindingSource.
DataTable table = new DataTable();
table.Locale = System.Globalization.CultureInfo.InvariantCulture;
dataAdapter.Fill(table);
dbBindSource.DataSource = table;


dbGridView.AutoResizeColumns(DataGridViewAutoSizeColumnsMode.AllCellsExceptHeader);

dbGridView.ReadOnly = true;

dbGridView.DataSource = dbBindSource;
}