How to add TemplateField to a gridview in the code behind?

There are various steps that should be taken care of:

STEP I:: Create a class inheriting the ITemplate interface. Override the method InstantiateIn() of the ITemplate interface.

STEP II:

Define a constructor for your class that takes a ListItemType object as its parameter.

STEP III::

If the Control being added to the container's ControlCollection has to be bound to some DataSource Column, then register the handler for the OnDataBinding event. When the event occurs, retrieve the text from the data source and assign it to your control. For Example, hyprLnk_DataBinding event is defined for Binding Data to your controls created inside ItemTemplate.

public class TemplateGenerator : ITemplate // Class inheriting ITemplate
{
    ListItemType type;
    string columnName;  

    public TemplateGenerator(ListItemType t, string cN)
    {           
       type = t;    
       columnName= cN;    
    }

    // Override InstantiateIn() method
    void ITemplate.InstantiateIn(System.Web.UI.Control container)
    {    
        switch (type)
        {
            case ListItemType.Item:    
               HyperLink hyprLnk = new HyperLink();
               hyprLnk.Target = "_blank"; //Optional.
               hyprLnk.DataBinding+=new EventHandler(hyprLnk_DataBinding);
               container.Controls.Add(hyprLnk);
            break;      
        }
    } 

    // The DataBinding event of your controls
    void hyprLnk_DataBinding(object sender, EventArgs e)
    {    
        HyperLink hyprlnk = (HyperLink)sender;
        GridViewRow container = (GridViewRow)hyprlnk.NamingContainer;
        object bindValue = DataBinder.Eval(container.DataItem,columnName);
        // Adding check in case Column allows null values
        if (bindValue != DBNull.Value) 
        {
            hyprlnk.Text = bindValue.ToString();
            hyprlnk.NavigateUrl = "http://www.google.com";
        }
    }
}

That's all. Above was just a sample to create ItemTemplate dynamically for GridView and add controls to the Item Template.

Now, Below is the function that will actually carry out the calls to create Template Columns dynamically. You can call this function when required for e.g. from your DropDownList event Handler.

protected void GenerateGridViewColumnsDynamically()
{
    // Create the TemplateField 
    TemplateField firstName = new TemplateField();
    firstName.HeaderText = "First_Name"; 
    firstName.ItemTemplate = new TemplateGenerator(ListItemType.Item, "FirstName");

    // Showing boundField example just for more context
    BoundField lastName = new BoundField();
    lastName.DataField = "LastName";
    lastName.HeaderText = "Last_Name";

    // Add the Columns now
    MyGridView.Columns.Add(firstName);
    MyGridView.Columns.Add(lastName);
}

NOTE:: FirstName and LastName are the Columns whose Names are passed to the constructor of your custom class: TemplateGenerator.