You could find an answer with some searching on Google. However, try reading
this[
^] to get some ideas.
[Edit added some more details]
Here is some code to create the bitmap
int w = 20;
int h = 20;
Bitmap newBmp = new Bitmap(w, h, System.Drawing.Imaging.PixelFormat.Format8bppIndexed);
ColorPalette grayscalePalette = newBmp.Palette;
for (int i = 0; i < 256; i++)
{
Color tmp = Color.FromArgb(255, i, i, i);
grayscalePalette.Entries[i] = Color.FromArgb(255, i, i, i);
}
newBmp.Palette = grayscalePalette;
By the way, a data range of 0-255 is 8 bits per pixel.