Here a sample code that creates a THead, TBody and TFooter.
You can basically always use the TableRow object just reset the TableSection property.
Table table = new System.Web.UI.WebControls.Table();
TableRow tableRow;
TableCell tableCell;
tableRow = new TableRow();
tableRow.TableSection = TableRowSection.TableHeader;
tableCell = new TableCell();
tableCell.Text = "HEADER";
tableRow.Cells.Add(tableCell);
table.Rows.Add(tableRow);
tableRow = new TableRow();
tableRow.TableSection = TableRowSection.TableBody;
tableCell = new TableCell();
tableCell.Text = "BODY";
tableRow.Cells.Add(tableCell);
table.Rows.Add(tableRow);
tableRow = new TableRow();
tableRow.TableSection = TableRowSection.TableFooter;
tableCell = new TableCell();
tableCell.Text = "FOOTER";
tableRow.Cells.Add(tableCell);
table.Rows.Add(tableRow);
plhTest.Controls.Add(table);
Although I would suggest building the table in direct html and appending to page.