I have a web application in Visual Studio 2008, and I have found an article explaining how to extend GridView creating an inherited class.
If I create that class inside the same project, is possible to use my new grid? How?
If it isn't possible, why?
Yes, this is possible. Depending on which version of Visual Studio you're using, your new control may or may not immediately show up in the Toolbox. Worst case is you have to add it manually.
Once it's in the toolbox, you just use it like any other control. Drag it from the toolbox to the form, set the properties and event handlers, etc.
Hit F6 to build, then it should show up. If not, you may just have to restart VS, ya I know, VS can be a pain in the butt sometimes