Since you don't say if this is Winforms or WPF, or web, I assume Winforms:
DataGridView myDataGridView = new DataGridView();
myDataGridView.Size = new Size(300, 200);
Controls.Add(myDataGridView);
myDataGridView.Columns.Add("First", "First Column");
myDataGridView.Columns.Add("Second", "Second Column");
myDataGridView.Rows.Add(1, "First Row, second column");
myDataGridView.Rows.Add(1, "First Row, second column");
myDataGridView.Rows.Add(2, "Second Row, second column");
myDataGridView.Rows.Add(17, new Point(120, 240));