It is happening because when you click the button the page is post back to the server and there you are with no data, as HTTP protocol is used.
So modify your code this way,
protected void btnDisplay_Click(object sender, EventArgs e)
{
if(!IsPostBack)
string connString = @"Provider=Microsoft.ACE.OLEDB.12.0;Data Source=H:\levels.mdb";
DataSet ds;
using (OleDbConnection myConnString = new OleDbConnection())
{
myConnString.ConnectionString = connString;
using (OleDbCommand selectCommand = new OleDbCommand())
{
selectCommand.CommandText = "select * from tblTest";
selectCommand.Connection = myConnString;
myConnString.Open();
using(OleDbDataAdapter da = new OleDbDataAdapter())
{
da.SelectCommand = selectCommand;
ds = new DataSet();
da.Fill(ds, "test");
GridView1.DataSource = ds;
GridView1.DataBind();
}
}
}
}
}