Hello Sivan,
There are multiple ways of how to go about and apply your changes. If you are using Blend at the end of your styling session most probably you ended up with a lot of XAML in a resource dictionary (most probably in Window.Resources section of your file).
The way I would go about applying this styling to an actual project will be to create a Resources.xaml file in the solution and paste everything from the Window.Resources section in it. Note that the file you are creating needs to be of type ResourceDictionary and you need to have the proper namespaces included.
Then in the actual project in the file containing the grid register the Resources.xaml file as a merged dictionary (something like)
At this point you will have access to the Styles and Templates generated by Blend in the real application. Last thing to do is apply those styles to the corresponding elements. You can see this in the original RadGridView in the small solution (the one you used Blend on). It should look something like:
I hope this explanation will be of use.
Greetings,
Kalin Milanov
the Telerik team