Basically any event is empty by default. we need to define the code in that events to carried it out.
Lets check about your Paging.
Have you define
OnPageIndexChanging
event on Page.
If yes then write following code in PageIndexChanging.
GridView1.PageIndex = e.NewPageIndex;
To use paging in GridView you need to take care of following things
1. Give PageSize.
2. write PageIndexChanging event.