How to load a file on the callback of the ASPxGridView

By default, it is impossible to load files on callbacks:
The Concept of Callbacks
However, there's a solution that allows you to overcome this problem.
This sample shows how to load a file by clicking the custom ASPxGridView button using two approaches: 
1.  Load a file on the client side only (using the window.location.href property).
2.  Load a file on the client side using ASPxCallback control.
The first solution doesn't perform a callback to the server and all actions occur on the client-side. Another way is using ASPxCallback control to send a callback to the server and then handle CallbackComplete event. 

See also:
ASPxTreeList - How to download a file by clicking a custom command button
ASPxGridViewExporter - How to show content document in a new tab