Hi sujayanand,

I have created sample code by referring the below article which full-fill your requirement.

RDLC Report in Windows Forms (WinForms) Application using C# and VB.Net

C#

Form1

public partial class Form1 : Form
{
    private const string ConnectionString = @"Data Source=.\SQL2005;Initial Catalog=Test;uid=sa;pwd=pass@123";
    public Form1()
    {
        InitializeComponent();
        this.BindGrid();
    }

    private void BindGrid()
    {
        using (SqlConnection con = new SqlConnection(ConnectionString))
        {
            using (SqlCommand cmd = new SqlCommand("SELECT CustomerId, Name, Country FROM Customers", con))
            {
                cmd.CommandType = CommandType.Text;
                using (SqlDataAdapter sda = new SqlDataAdapter(cmd))
                {
                    using (DataTable dt = new DataTable())
                    {
                        sda.Fill(dt);
                        dataGridView1.DataSource = dt;
                    }
                }
            }
        }

        DataGridViewCheckBoxColumn checkBoxColumn = new DataGridViewCheckBoxColumn();
        checkBoxColumn.HeaderText = "";
        checkBoxColumn.Width = 30;
        checkBoxColumn.Name = "checkBoxColumn";
        dataGridView1.Columns.Insert(0, checkBoxColumn);
    }

    private void button1_Click(object sender, EventArgs e)
    {
        List<DataGridViewRow> selectedRows = (from row in dataGridView1.Rows.Cast<DataGridViewRow>()
                                                where Convert.ToBoolean(row.Cells["checkBoxColumn"].Value) == true
                                                select row).ToList();
        RdlcReportForm f = new RdlcReportForm(selectedRows);
        f.ShowDialog();
    }
}

RdlcReportForm

public partial class RdlcReportForm : Form
{
    public RdlcReportForm(List<DataGridViewRow> selectedRow)
    {
        InitializeComponent();

        DataTable dt = new DataTable("DataTable1");
        dt.Columns.AddRange(new DataColumn[3] {
        new DataColumn("CustomerId", typeof(string)), new DataColumn("Name", typeof(string)), new DataColumn("Country", typeof(string)) });
        foreach (DataGridViewRow row in selectedRow)
        {
            dt.Rows.Add(row.Cells["CustomerId"].Value, row.Cells["Name"].Value, row.Cells["Country"].Value);
        }

        Customers dsCustomers = new Customers();
        dsCustomers.Merge(dt);
        ReportDataSource datasource = new ReportDataSource("Customers", dsCustomers.Tables[0]);
        this.reportViewer1.LocalReport.DataSources.Clear();
        this.reportViewer1.LocalReport.DataSources.Add(datasource);
        this.reportViewer1.RefreshReport();
    }

    private void RdlcReportForm_Load(object sender, EventArgs e)
    {
        this.reportViewer1.RefreshReport();
    }
}

Vb.Net

 Form1

Public Partial Class Form1
	Inherits Form
	Private Const ConnectionString As String = "Data Source=.\SQL2005;Initial Catalog=Test;uid=sa;pwd=pass@123"
	Public Sub New()
		InitializeComponent()
		Me.BindGrid()
	End Sub

	Private Sub BindGrid()
		Using con As New SqlConnection(ConnectionString)
			Using cmd As New SqlCommand("SELECT CustomerId, Name, Country FROM Customers", con)
				cmd.CommandType = CommandType.Text
				Using sda As New SqlDataAdapter(cmd)
					Using dt As New DataTable()
						sda.Fill(dt)
						dataGridView1.DataSource = dt
					End Using
				End Using
			End Using
		End Using

		Dim checkBoxColumn As New DataGridViewCheckBoxColumn()
		checkBoxColumn.HeaderText = ""
		checkBoxColumn.Width = 30
		checkBoxColumn.Name = "checkBoxColumn"
		dataGridView1.Columns.Insert(0, checkBoxColumn)
	End Sub

	Private Sub button1_Click(sender As Object, e As EventArgs)
		Dim selectedRows As List(Of DataGridViewRow) = (From row In dataGridView1.Rows.Cast(Of DataGridViewRow)() Where Convert.ToBoolean(row.Cells("checkBoxColumn").Value) = Truerow).ToList()
		Dim f As New RdlcReportForm(selectedRows)
		f.ShowDialog()
	End Sub
End Class

RdlcReportForm

Public Partial Class RdlcReportForm
	Inherits Form
	Public Sub New(selectedRow As List(Of DataGridViewRow))
		InitializeComponent()

		Dim dt As New DataTable("DataTable1")
		dt.Columns.AddRange(New DataColumn(2) {New DataColumn("CustomerId", GetType(String)), New DataColumn("Name", GetType(String)), New DataColumn("Country", GetType(String))})
		For Each row As DataGridViewRow In selectedRow
			dt.Rows.Add(row.Cells("CustomerId").Value, row.Cells("Name").Value, row.Cells("Country").Value)
		Next

		Dim dsCustomers As New Customers()
		dsCustomers.Merge(dt)
		Dim datasource As New ReportDataSource("Customers", dsCustomers.Tables(0))
		Me.reportViewer1.LocalReport.DataSources.Clear()
		Me.reportViewer1.LocalReport.DataSources.Add(datasource)
		Me.reportViewer1.RefreshReport()
	End Sub

	Private Sub RdlcReportForm_Load(sender As Object, e As EventArgs)
		Me.reportViewer1.RefreshReport()
	End Sub
End Class

Screenshot