Hi Shashi,
Do you need the Primary Column Search? if so, there is no built-in searching facility in the grid. You will have to write your own. If you want to search the row by the primary key column then you can generate the key column as per your requirement and add it to the GridControl. Then find the text in the Key Column using the attached sample. It might be fairly quick to do this.
Here is a sample that has a fast way of searching text by moving it to an arraylist.
Also refer the forum thread for more details.
http://www.syncfusion.com/Support/Forums/message.aspx?MessageID=4509
Let me know if you need any further assistance.
Regards,
Haneef