>I have a grid that is populated at runtime. During development: there are no
>headers columns etc... As if you just added it to a form, with no data source defined. The grid may be populated with any data source, so
>it's not pre-defined(the columns headers are unknown at design time).
>
>I'm working on a routine that will order the data when a user clicks on one
>of the headers. Where can I fire my code from?

See faq #7967 How do I add event code to Grid Controls built at run-time?.