You have to use the table's Rows.Count
property.
But you should really use sql-parameters to prevent sql-injection!
SqlDataAdapter da = new SqlDataAdapter("SELECT UName FROM EVUSERS WHERE UName = @UName", connection);
da.SelectCommand.Parameters.AddWithValue("@UName", userName);
da.Fill(dt);
if(dt.Rows.Count > 0)
{
MessageBox.Show("name exists");
}