In order to show the command item, you should set CommandItemDisplay property of GridTableView. It can take four values: None, Top, Bottom, TopAndBottom corresponding to the place where it will appear. The command item content can be customized using the template of a GridTableView.CommandItemTemplate.
If you are using the RadGrid skinning and you want to customize the look and feel of the CommandItemTemplate you should alter the .GridCommandRow_[Your_Skin] class, where Your_Skin is the specific Skin you use. You should also be aware that applying changes to the CommandItemTemplate declaratively will not override the properties set in the Skin!