Your question is not so clear. In spite of that whatever I understood from your question is (If I am not wrong) you want to add
DataGridViewCheckBoxColumn
to your DataGrid dynamically.
Try this to add
DataGridViewCheckBoxColumn
dynamically in your datagridview.
DataGridViewCheckBoxColumn chk = new DataGridViewCheckBoxColumn();
dataGridView1.Columns.Add(chk);
chk.HeaderText = "Check Data";
chk.Name = "chk";
--Amit