I gave gift to my company's director on his birthday. What to say when he will say me thank you or there was no need of that.

When he says thank you, simply say, "You're welcome! I hope you had a wonderful birthday."

That's all that is necessary. :)

Have you already given it to him? If not, this of this as an idea for future reference.

Smile and say, "it's my pleasure," or "i hope you like it!" or "i hope it can be of use to you."

GIve him a big smile and say "Its my pleasure Sir"

What to respond after a person says "MENTION NOT " or "NO MENTION"?