Its whatever the author wrote it to be
the name tells nothing
post the code or a zip of the file so that the intent can be determined

    * Include the datagrid code
    $params['hostname'] = 'localhost';
    $params['username'] = 'root';
    $params['password'] = 'ld29udm2jju8';
    $params['database'] = 'phpguru';

    $sql = "SELECT cm_id,
              FROM comments,
             WHERE cm_status = 'ACTIVE'
               AND cm_neid = ne_id
          ORDER BY cm_id DESC";

    * Create the datagrid with the connection parameters and SQL query
    * defined above. You MUST specify an ORDER BY
    * clause (with ASC/DESC direction indicator) - if not then ordering
    * will be disabled.
    $grid = DataGrid::Create($params, $sql);

sorry for that,
where i can download datagrid.php?
i dont know what is datagrid.php

datagrid appears to be a file that contains the processing for the sql to output the selected information in a meaningful fashion onscreen
it contains a function,
with a method creategrid,
that likely displays a table from the sql parameters passed
The file datagrid.php should be included in the source zip for the system you are implementing.
The only source for datagrid.php(that will work) is the download site from which the script was obtained.
It may be as simple as
"we give you this essential file when you register"

sir almostbob,

I'm already member.
how can i get the file?

Send them email, "My distribution is missing datagrid.php"
then you will get an answer
from the only people who know for certain where they stuck the file

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