Our policy is to have a lightweight but "extendable" control, so that's why iGrid does not have command buttons as a built-in feature. However, it does not mean it can't be done using some custom code. In our Extra Sample Library for iGrid we have a bunch of samples which demonstrate how to do that. One of them which is enough good is 'Command Button Cells'. Look at it, it demonstrates how to use custom drawing to implement what you need.
If you work in VC++, then most likely WinAPI is your best friend, and there will be no probs with using WinAPI drawing functions together with iGrid.