Hi Gurbhej,
Thank you for the update.
If you want create CheckBox in column header with GridVisualStyle, it can be done by handling CustomHeaderCell in GridDataBoundGrid as shown in attached sample.
Refer the sample from below link:
http://files.syncfusion.com/support/samples/Grid.Windows/7.3.0.20/Forums/HeaderCheckBox.zipPlease let me know if you have any queries.
Regards,
Lingaraj S.