Regarding both questions:
1) Dynamic columns - This can be done by passing a dynamic JSON columns collection to the Grid. When the columns collection is changed, the Grid will re-rendered. A similar approach can be seen in this demo:
2) And also please let me know how can we add a dropdown which will show the data types of that column in dynamic columnheader. ? - Iн this case, we can suggest using the headerCellRender as it will be called for each header of the Grid and the developer can render anything in it including dropdowns. As it will be called for each header, even if they are 2 do 100, it will be automatically called for each of them:
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