I assume you are developing this application in winforms.
What you need to do is take every row from dataGridView store it in your table, something like below,
OR
you can do this in a very efficient way by passing parameters which i'd prefer you to do, but the important point is you got the idea for storing this in database
for (int i = 0; i < dataGridView.Rows.Count-1; i++)
{
string query = "insert into tableName(Date ,Session ,Course Faculty_ Code)" + "values('"+Convert.ToDateTime(dataGridView.Rows[i].Cells[0].Value.ToString())+"', '"+int.Parse(dataGridView.Rows[i].Cells[1].Value.ToString()) +"', '"+dataGridView.Rows[i].Cells[2].Value.ToString() +"', '"+dataGridView.Rows[i].Cells[3].Value.ToString()+"'";
System.Data.SqlClient.SqlCommand cmd = new System.Data.SqlClient.SqlCommand(query,yourConnection);
cmd.ExecuteNonQuery();
}
Good Luck