Simply create a new DataGridViewCellStyle object, set its back color and then assign the cell’s style to it:
DataGridViewCellStyle style = new DataGridViewCellStyle();
style.BackColor = Color.FromArgb(((GesTest.dsEssais.FMstatusAnomalieRow)row.DataBoundItem).iColor);
style.ForeColor = Color.Black;
row.Cells[color.Index].Style = style;