To do this visually, first select the column in the grid from the properties box. Then select the control you want to add to the grid from the form controls toolbar. Then click on the grid on the white area of the column you want to add the control to.
To delete a control from a grid, first select the control you want to delete from the properties box. Then click on the grid on the white area of the column you want to delete the control from. Then hit the delete key.
Or you could use the addobject method to add a new control to a column in a grid and then change the current control to the control you want to see.