Use a ProPhoto Grid module to add a grid to a layout. This module type is added from Elements > Grids by dragging in one of the grid styles.
After adding the grid choose the grid type, style, layout and sizing. Select the pages, posts or galleries if applicable. See Grids for an explanation of these options and more.
NOTE: If you are looking to display a gallery in a grid/thumbnail format, you won’t use a grid module. You will use apply a gallery style that includes the thumbnail option to your gallery directly.