The best way to do this is to use a single SELECT which combines the tables into a single set of columns - otherwise the DGV doesn't know what to do with it.
Generally, you would have common data in the tables - a foreign key or two - which lets SQL know which rows are related via a JOIN query:
SELECT u.UserName, a.Address FROM Users u
JOIN Addresses a ON a.UserID = u.ID
Which returns each user and his address from two tables connected via teh UserID foreign key into the Users table.
If you don't have such relationships, then pretty much you can't do it as SQL and teh DGV have no idea which rows to "bolt together" to display.