Paging:
--> are you sure that the "show paging buttons" and "show control bar" properties of your datagrid are set to true?

No records:
--> are you sure that the records are stored correctly? Lets say you have a dataview "order" in which the "orderlines" datagrid is nested. The orderline-records will only be shown if the orderline_order relation is set for the Orderlins that must be shown.