Basically, you missed out the "=" when setting the Gender:
...,Gender '" + DDLGender.SelectedValue + "',...
Should be
...,Gender ='" + DDLGender.SelectedValue + "',...
But don't do it like that!
Do not concatenate strings to build a SQL command. It leaves you wide open to accidental or deliberate SQL Injection attack which can destroy your entire database. Use Parametrized queries instead.
SqlCommand cmd = new SqlCommand("update Tbl_EmpJuly31 set Name =@NM, Gender =@GN, Country=@CT where EmpId=@ID", con);
cmd.Parameters.AddWithValue("@NM", txtName.Text);
cmd.Parameters.AddWithValue("@GN", DDLGender.SelectedValue);
cmd.Parameters.AddWithValue("@CT", DDlCountry.SelectedValue);
cmd.Parameters.AddWithValue("@ID", EmpID);
cmd.ExecuteNonQuery();