Creating a RadGrid can be as simple as Dragging and Dropping controls into a page, see Designer Overview
While the Designer is very helpful to help Get Started working with RadGrid, the developers are limited to its available options. In order to have more control over the Grid structure, working with the markup directly would be the answer, see Declarative Definitions section.
Often, the business requirements or the scenario will demand creating the controls dynamically. For that, visit the Create RadGrid Programmatically section.
Once you have a Grid either created Declaratively or Programmatically, you could change its structure Dynamically using different techniques, see Changing the Grid Structure Dynamically on Postback
You can also create re-usable WebUserControl containing RadGrid and load that into one or more pages. See instructions on How To Load RadGrid as a WebUserControl