How to return an array of class type and fill?

Question

I have a function which is supposed to return an array of class type.

So from database I picked data and filled datatable. Now from datatable I am picking columns value

Answer 1

In your example there is no array where each element of the table could be stored after the transform in an AssetsDto. Moreover, you need to change from Sub to Function if you want to return anything to the caller.
Another important change is relative to the data structure used to store the Dtos. Instead of using an array (you need to know the number of elements to effectively use it), I suggest to use a List(Of AssetsDto) where you can dynamically add elements without worrying about the size to the list.

' Declare as a Function that returns a List(Of AssetsDto)
Private Function BindGridInfoFunctionalLocation() as List(Of AssetsDto)
    Dim v_ObjDs As New DataSet

    ' This is where we store each record transformed in an AssetsDto
    Dim result as List(Of AssetsDto) = new List(Of AssetsDto)
    Try
        v_ObjDs = v_ObjBREngine.FetchSqlDS("select FunctionalLocation as 'TagNo', EquipmentDescription as 'TagDescription', Area as 'ParentHeirarchy', EqptType as 'TypeClass' from EngineeringData")

        Dim dtTableFL As DataTable = v_ObjDs.Tables(0)

        ' Cycle to create the AssetsDto
        For Each Item In dtTableFL.Rows

            ' IMPORTANT. At each loop create a new AssetsDto, otherwise you
            ' will just change the values of the same instance 
            Dim AssetsCls As AssetsDto = new AssetsDto()
            AssetsCls.ASSETTAG = Item("TagNo")
            AssetsCls.ASSETDESC = Item("TagDescription")
            AssetsCls.PARENTTAG = Item("ParentHeirarchy")
            AssetsCls.ASSETTYPE = Item("TypeClass")

            ' Add the instance to the list
            result.Add(AssetsCls)
        Next
        gv_InfoFunctionalLocation.DataSource = v_ObjDs
        gv_InfoFunctionalLocation.DataBind()
    End If

    ' Return to caller the results
    Return results
    Catch ex As Exception
        Throw ex
    End Try
End Function

Answer 2

This is only an indirect answer, but: ultimately, the thing you are trying to do is a solved problem, with lots of tools existing to do all the work for you. Since this is a simple scenario, "Dapper" would make this trivial. I'll give a C# example here, as my VB level is read-only:

List<AssetsDto> BindGridInfoFunctionalLocation()
{
    // note: column aliases to match properties on AssetsDto
    var results = connection.Query<AssetsDto>(@"
select  FunctionalLocation as 'ASSETTAG',
        EquipmentDescription as 'ASSETDESC',
        Area as 'PARENTTAG',
        EqptType as 'ASSETTYPE'
from    EngineeringData").AsList();

    gv_InfoFunctionalLocation.DataSource = results;
    gv_InfoFunctionalLocation.DataBind()
    return results;
}