There are 2 ways. First, if you check the different sections of the mentioned help article, you will see that the grid may be created declaratively in the aspx page and the columns added programmatically during Page_Load.
The second approach, which we recommend that you use, is creating the grid during Page_Init, which will enable you using Template columns and other dynamic changes. In this scenario, you first apply the settings and properties of the columns and finally add them to the MasterTableView.Columns collection:
I hope the clarification was helpful.
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