So the point here is that you have basically given no definitive information on how you have wired the circuit.
All right, perhaps we can compensate for that by guessing how someone who clearly does not understand the hardware would attempt to do this. You have mentioned a 5161BS display which is a common anode display and a TLC5940 current sink driver. You refer to "using Arduino UNO connected with TLC5940NT and anodes and cathodes of LEDs are connected with Arduino and TLC".
This suggests that you are connecting the segment cathodes of the display to the TLC5940 and the common anodes of the digits to the Arduino however your code refers to using FETs which might be appropriate except that the code sets each digit (confusingly referred to as a "Row" - you have the meaning of rows and columns swapped in your description!) HIGH and the others LOW which is wrong for using a FET but right for directly connecting the Arduino pin to a common anode.
A FET - which would have to be a logic-level P-channel FET - would permit a decent current drive to the common anode but the Arduino UNO itself can only drive about 30 mA which shared over eight segments (including the decimal) means you must program the TLC5940 for 4 mA per segment using R(IREF) of 10k.
Perhaps the most obvious problem is that you are attempting (very badly) to multiplex the digits in code but also - if I understand the "TLC.set" command correctly - attempting to use PWM. This in itself is most unlikely to work in any useful manner. You cannot use hardware PWM with software multiplexing.
So i fear you have just about everything wrong! Wrong hardware choice, wrong circuit design, wrong code! 
We often hear the proposition here "I know this is not practically efficient or useful but it is a learning exercise for me!" Well, I honestly cannot see how this can be made to work in this case, so I seriously suggest you put the TLC5940 away for use where it is appropriate and if you want to use a multi-digit display, obtain a proper one as described in #2 and #3.
Seriously! 