RadGrid supports in built filtering and paging functionalities.In order to handle any server side events explicitly, you can attach ItemCommand event and PageIndexChanged events respectively. Please check the following help documentations which explains more about this. Basic Paging Basic Filtering
I guess you are binding the RadGrid in NeedDataSource and enabled paging. Try setting the PagerStyle property AlwaysVisible to true. I tried the same senario and the paging worked fine when I bind the RadGrid after filtering in the NeedDataSource event checking for FilterExpression.