While the ASPxGridView is usually put on a page (ASPX) in the designer, nothing can stop you from creating and configuring it completely at runtime, in code behind when needed. This example proves this.
See Also:
How to create and configure a HyperLink column at runtime
How to create a DataItem template for a grid column at runtime
How to dynamically switch the grid's data source and recreate columns at runtime
How to create a master-detail grid at runtime