When you dynamically add a row, you must bind a new onClick listener to the added element. Your code only adds the listener to elements already on the page; not newly created elements. Something like this will work fine:
var AddRow = function(){
// add element
$("#tblTest > tbody").append("<tr><td>Test name</td><td>Last anme</td></tr>");
// add listener to new element
$("#tblTest > tbody > tr:last-of-type").on("click", function(e){
alert();
});
}
the :last-of-type psuedo-selector is key to avoid binding multiple listeners to the cells.