As Andreas said, checkboxes are currently not possible within the default data grid. What you can do however, is set the ‘Selection mode’ of the default data grid to ‘Simple multi-selection’. This gives you a similar behavior, you can now select several lines (they will be highlighted/marked by clicking). The selected lines can then be used as the input of an action button you add to the grid. In order to do so, create a microflow/nanoflow which has a parameter of type ‘List’ for the entity you use in the data grid.
Hope this helps!
This is currently not possible on a default datagrid. You could use a listview or template grid and style it to look like a datagrid. In those widgets you can do stuff like that. But it all depends on your usecase.
From what I have seen at Mendixworld, there will be a new grid that can do that. But I guess that will be a Mendix 9 feature and nobody knows when there will be a stable version of Mendix 9.