UWP controls does not have the options to edit the styles in visual studio designer. You have to manually edit the style in xaml by writing style of TargetType to corresponding control.
Once the Essential Studio was installed, you can get the default style of all Syncfusion UWP controls in the below path.
C:\Program Files (x86)\Syncfusion\Essential Studio\ (Version name)\Assemblies for Universal Windows\10.0\ (DLL of the corresponding control)\
Likewise, you can get the default style of SfDataGrid from the below path,
C:\Program Files (x86)\Syncfusion\Essential Studio\184.108.40.206\Assemblies for Universal Windows\10.0\Syncfusion.SfGrid.UWP\Control\Themes
And the styles for SfDataGrid related controls like GridFilterControl, DataPager, MultiColumnDropDownControl, etc. are shipped in the below folder structure.
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