This is a complete working example of how to code a RadWindow that is attached to a RadGrid. Clicking on a link in the grid row will open a popup form that allows the data to be edited, clicking update will update the underlying data table and update the grid using AJAX.
We use stored procedures for data access, if you're not comfortable with that you'll want to change that.
As with all our code, this is a 'minimum needed to get it working example. The first page is in a Master Page, you'll need to provide that.