By default, GridView does not support cell click event handling but you can add that feature.
Have a look at this article:
Extended ASP.NET GridView with cell click events[
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In case you just need to do some small things for the control click in a particular cell, try:
protected void GridView1_RowDataBound(object sender, GridViewRowEventArgs e)
{
if ( e.Row.RowType == DataControlRowType.DataRow )
LinkButton linkButton = (LinkButton)e.Row.FindControl("LinkButton1");
if (linkButton != null)
{
}
}