Use nested tabulars:
\documentclass[12pt]{article}
\usepackage[table]{xcolor}
\usepackage{graphicx}
\usepackage{array}
\def\Tab#1{\tabular[t]{>{\rule[-1ex]{0pt}{3ex}}c}#1\endtabular}
\newcolumntype{C}{@{}c@{}}
\begin{document}
\begin{table}[ht]
\centering
\begin{tabular}{|C|C|C|C|C|}\hline
\Tab{Tri Sankhya \\\hline
Pra Trik\\Dvi Trik\\Tri Trik\\Cha Trik\\ Pan Trik\\ Shas Trik\\ Sap Trik}
&
\Tab{Vihbakti\\\hline
Prathama\\ Dvitiya\\Trutiya\\Chaturthi\\Panchami\\Shashthi\\Saptami}
&
\Tab{Ekavachana \\\hline
Su (s)\\Am\\Ta (A)\\Ne (E)\\Nasi (as)\\Nas (as)\\Ni (ee)}
&
\Tab{Dvivachana\\\hline
Au\\Aut (Au)\\Bhyam\\Bhyam\\Bhyam\\Os\\ Os}
&
\Tab{Bahuvachana\\\hline
\cellcolor{blue!20}
\rotatebox{90}{~\parbox{3.5cm}{%
Here comes the rotated text, which can also be
typeset in several lines.
}~}} \\\hline
\end{tabular}
\caption{Subanta Pratyaya}
\end{table}
\end{document}

Another possibility, regarding to your question is:
\tabular{@{}|CC|@{}}\hline% the outer one
\begin{tabular}[t]{c|c|c|c|}
Tri Sankhya& Vihbakti & Ekavachana & Dvivachana \\\hline
Pra Trik & Prathama & Su (s) & Au \\
Dvi Trik & Dvitiya & Am & Aut (Au) \\
Tri Trik & Trutiya & Ta (A) & Bhyam \\
Cha Trik & Chaturthi& Ne (E) & Bhyam \\
Pan Trik& Panchami & Nasi (as) & Bhyam \\
Shas Trik & Shashthi & Nas (as) & Os \\
Sap Trik & Saptami & Ni (ee) & Os \\
\end{tabular}
&
\begin{tabular}[t]{c}
Bahuvachana\\\hline
\cellcolor{blue!20}
\rotatebox{90}{~\parbox{3.2cm}{%
Here comes the rotated text, which can also be
typeset in several lines.
}~}
\end{tabular}\\\hline
\endtabular
but this needs to find the correct column height for the \parbox which is done in first example automatically

and a third solution, which also needs a manual setting of the parbox width:
\begin{tabular}{|c|c|c|c|>{\columncolor{blue!20}}c|}\hline
Tri Sankhya & Vihbakti & Ekavachana & Dvivachana & \multicolumn{1}{@{}c|}{Bahuvachana} \\
\hline
Pra Trik & Prathama & Su (s)& Au & \\
Dvi Trik & Dvitiya & Am & Aut (Au) & \\
Tri Trik & Trutiya & Ta (A) & Bhyam & \\
Cha Trik & Chaturthi & Ne (E) & Bhyam & \\
Pan Trik & Panchami & Nasi (as)& Bhyam & \\
Shas Trik & Shashthi & Nas (as)& Os & \\
Sap Trik & Saptami & Ni (ee) & Os &
\rotatebox{90}{\makebox(0,0)[lc]{~\parbox{3.2cm}{%
Here comes the rotated text, which can also be
typeset in several lines.}~}}
\\\hline
\end{tabular}