The DaVinci code written by Dan Brown is a fictional novel using real snippets of history and speculation as its core for the story.
According to legend the Holy Grail was the cup from which Jesus drank at the Last Supper and there is speculation the chalice was rescued by the Knights Templar and brought out of Jerusalem during the Crusades but no one knows for sure.
There is also speculation the historical figure of Jesus may have been wed to Mary Magdalene and that the Catholic church covered this up to prevent problems with Jesus' image, but it is simply speculation and nothing more.
THe DaVinci code is a great novel but it uses kernels of conspiracy theory and nuggets of fact and creates a whole mythology from them.
I hope this answers your question