Is this what you are looking for?
I created a DataTable, added a single column and filled it with a for loop going through all the Selected Items of a ListBox.
DataTable dt = new DataTable();
dt.Columns.Add("Column1");
for (int i = 0; i < listBox1.SelectedItems.Count; i++)
{
dt.Rows.Add(listBox1.SelectedItems[i].ToString());
}
dataGridView.DataSource = dt;