Here is an example which might help someone:
Grid test = new Grid();
test.ColumnDefinitions.Add(new ColumnDefinition());
test.ColumnDefinitions.Add(new ColumnDefinition());
test.RowDefinitions.Add(new RowDefinition());
test.RowDefinitions.Add(new RowDefinition());
test.RowDefinitions.Add(new RowDefinition());
Label t1 = new Label();
t1.Content = "Test1";
Label t2 = new Label();
t2.Content = "Test2";
Label t3 = new Label();
t3.Content = "Test3";
Label t4 = new Label();
t4.Content = "Test4";
Label t5 = new Label();
t5.Content = "Test5";
Label t6 = new Label();
t6.Content = "Test6";
Grid.SetColumn(t1, 0);
Grid.SetRow(t1, 0);
test.Children.Add(t1);
Grid.SetColumn(t2, 1);
Grid.SetRow(t2, 0);
test.Children.Add(t2);
Grid.SetColumn(t3, 0);
Grid.SetRow(t3, 1);
test.Children.Add(t3);
Grid.SetColumn(t4, 1);
Grid.SetRow(t4, 1);
test.Children.Add(t4);
Grid.SetColumn(t5, 0);
Grid.SetRow(t5, 2);
test.Children.Add(t5);
Grid.SetColumn(t6, 1);
Grid.SetRow(t6, 2);
test.Children.Add(t6);