There is not a built in way in GWT to do this, nor would it make a whole bunch of sense to put it in there. You mention a grid, so I'm guessing you have data that roughly approximates a matrix of some form, while making lots of assumptions, the rough technique you might want is something like this: (no compiler here warning)
final Map<Button,Object> buttonToCellMap = new HashMap<Button,Object>();
ClickHandler myClickHandler = new ClickHandler() {
public void onClick(ClickEvent event){
Object thingInCell = buttonToCellMap.get((Button)event.getSource());
//do something with the thing in your grid here
}
}
for( List yourRow : matrix ){
for( Object yourObject : yourRow ){
//logic to make your grid cell goes here
Button aButton = new Button();
buttonToCellMap.put(aButton,yourObject);
aButton.addClickHandler(myClickHandler);
}
}
This will give you access to the object you care about in location x,y in the grid when the corresponding button has been clicked.