You can simply loop the datagridview row using for, and inside the looping, use if to check if the checkbox is true, if it is then execute your insert query.
Improve :
for (int i = 0; i <= this.dataGridView1.Rows.Count - 1; i++)
{
if ((bool)this.dataGridView1.Rows[i].Cells["ColName"].Value == true)
{
}
}
not sure but, worth trying.