This solution sort by Col1 and group by Col2. Then extract value of Col2 and display it in a mbox.
var grouped = from DataRow dr in dt.Rows orderby dr["Col1"] group dr by dr["Col2"];
string x = "";
foreach (var k in grouped) x += (string)(k.ElementAt(0)["Col2"]) + Environment.NewLine;
MessageBox.Show(x);