Priyanka ,
Use this styling if you want it for all grids:
.mx-datagrid table thead tr th {
background: red;
}
If you want to run for a specific grid apply a custom class to it with any name.
Go Make it
You need to enable “Show column filters” in Data grid 2 and Use the filters widget (which are present in Widgets > Data Controls) based on the header attribute data type then now write CSS in the filter widget