can anyone tell me how can i add xceed grid in my project and also please tell me how to attach datasource or dataset to that xceed grid ?
You didn't mention wether you're talking about the free Xceed data grid for WPF or the Windows Forms one.
Either way, the Xceed technical support team would love to answer your question. Why not post it on the Xceed forums? (http://forums.xceed.com)
(Edit: In fact, from experience, posts about third party components or tools are rarely answered on public forums other than by "go to the company's web site" answers... I see this all the time in newsgroups and forums all over the place.)