Where do I find the properties builder for a Windows application?

I want to configure a DataGrid in a Windows application. The Help refers me to the properties builder. This does exist, with a link and a right click on the grid for an ASP.NET application, but it does not seem to exist for a Windows application. Can you please point me in the right direction? Thanks.
Windows and web applications don't share the same controls. They are absolutely different classes. So don't expect to find properties, editors and features you have in one platform on the other.

This was first published in May 2003