try this
private void dataGridView1_CellClick_1(object sender, DataGridViewCellEventArgs e)
{
if (e.ColumnIndex == dataGridView1.Columns["Column2"].Index && e.RowIndex >= 0)
{
OleDbConnection con=new OleDbConnection("YourConnectionString");
string str = "select * course from YourTableName where room='" + dataGridView1.Rows[e.RowIndex].Cells[0].Value.ToString() + "'";
OleDbCommand cmd = new OleDbCommand(str, con);
OleDbDataReader dr = cmd.ExecuteReader();
if (dr.HasRows)
{
dr.Read();
MessageBox.Show(dr[0].ToString());
}
}
}