The DataGrid Web Part is part of ComponentOne Studio for SharePoint. Visit the studio's "How to Try" page to see the many ways you can learn more about and try Studio for SharePoint.
If you use a third-party host, Microsoft Office 365, or otherwise have no access to install Web Parts on a server, we have Sandbox solutions available. Upload them through your browser and they will be deployed to a site collection. Contact us to learn more.
Visit Studio for SharePoint's Support Resources page to see how to get answers to your questions.