how to have one of the column in gridview to be an image?

Just store the image URL in the DataTable rather than the actual image. Then, use a TemplateField in your GridView and put an Image in the ItemTemplate:

<asp:TemplateField>
    <ItemTemplate>
        <asp:Image ID="Image1" runat="server" ImageUrl='<%# Eval("ImageUrlColumn") %>' ... />
    </ItemTemplate>
</asp:TemplateField>

You can also use an ImageField:

<asp:ImageField DataImageUrlField="ImageNameColumn" DataImageUrlFormatString="/images/{0}"></asp:ImageField>

EDIT

When declaring columns, try this instead:

dt.Columns.Add("Image", typeof(string));

And to set the value of the image column, try this:

dr.SetField<string>("Image", "img.png");