Consider the following picture

I get the selected row values in the th
All you have to do is use the GetFocusedRowCellValue method of the gridView control and put it into the RowClick event.
For example:
private void gridView1_RowClick(object sender, DevExpress.XtraGrid.Views.Grid.RowClickEventArgs e)
{
if (this.gvCodigoNombres.GetFocusedRowCellValue("EMP_dni") == null)
return;
MessageBox.Show(""+this.gvCodigoNombres.GetFocusedRowCellValue("EMP_dni").ToString());
}