You should assign an object's attribute to the DataGrid2's property 'Personalisation'. In that attribute the user's choices will get stored in a json-string, so make sure the attribute has unlimited length.
Rachana,
On this page in the documentation, https://docs.mendix.com/appstore/modules/data-grid-2/ you will find sections about how to save the search terms entered (sections 7.1.1, 7.2.1, etc.) and a section on how to save the overall configuration of Datagrid 2 (section 9).
Hope that helps,
Mike
Hi Rachana,
I made a video to walk through how to do this: https://www.youtube.com/watch?v=ZZDb19OycZ0
Hope that helps you,
Mike