First you'll create a web test and record navigating to your site and sorting the grid. You can do this in the Test Studio Standalone version or the VS plugin, whichever you prefer.
Then you'll add a coded step and adapt the code from the sample article to meet your specific needs. I've written a new sample article based on a Telerik ASP.NET MVC Grid demo, which is just a basic HTML table. See here for the code sample.
the Telerik team