The grid function is not available within the course options. It's only available within the interactive video funnels.
Once there, insert the video you want for the funnel, then edit it. Within the edit screen, there's a grid option on the left that you can drag into your video. After dragging it in, move to the timeline where it's at, then check the right panel; it'll have the customizable buttons. You can change the button name and the actions that each button does.
If you want a similar function on a video listed in your courses, you'll have to manually add the text function followed by each of the buttons. Simply align them in the timeline, and they'll appear together, similar to using the grid.
Insert the text into your video, select it, then look at the right panel for text settings.
If you create a video funnel under the interactive video tab, the only way to incorporate it within a course is to add a hyperlinked image or button to a course video. The link will auto-direct the viewer to the funnel video and autoplay it.