The ASPxGridView can be localized via resources. This is the recommended approach to localization and it's described in the Localizing Developer Express ASP.NET Controls help topic.
However, if you prefer to supply translations programmatically, you can define a custom Localizer class by inheriting it from ASPxGridViewLocalizer. This example demonstrates this approach in action.
See Also:
Localized resources for DevExpress ASP.NET controls