1) Is that checkbox control an iGrid control?
This is a VB6 ListBox control with check marks. But this does not matter - it's just the demonstration of the idea. You can use any other control with similar functionality that is available in your dev environment, or even iGrid with its cell checkboxes for that.
2) I cannot check this myself because I am using Access. I have Visual Studio but I'm using VS2010 which cannot open up the demos vbp file. Are their upgraded versions of the demos available?
Are you doing a .NET development? VS2010 implies this, but in this case you need iGrid for .NET, not iGrid ActiveX.
As for the source code of the iGrid ActiveX demo which is VB6 code, you can view it in a text editor if you do not have VB6. All VB6 forms are implemented in .frm files which can be opened in any text editor like Notepad.