I don't understand where the cells in de grid are filled in in this example

Can you identify the gridtable object? They're all filled by the subclass  package MyGridTable;

This part

 
  my $table = MyGridTable->new;    # Virtual Table object
  $grid->SetTable( $table );
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What this means, is when $grid (a wxGrid) decides it needs to show the Nth-col/Nth-row item, it calls $table->GetValue(x,y) , and sub MyGridTable::GetValue returns what is going to be filled ... this is why its virtual

Actually first it calls MyGridTable::CanGetValueAs() to decide whether to call MyGridTable::GetValueAsBool() for the checkboxes/checkbuttons, or MyGridTable::GetValueAsDouble() ...

For the conceptual model see
Wx::Perl::ListView/Wx::Perl::ListView::SimpleModel/https://metacpan.org/source/MBARBON/Wx-Perl-ListView-0.01/example/listview.pl
http://wiki.wxperl.it/Wx::GridTableBase
http://wiki.wxperl.it/Wx::Grid

You should already have a copy of the wxwidgets manual ... because currently the online version of the docs is down :)
http://docs.wxwidgets.org/trunk/search.php?query=wxGrid
http://docs.wxwidgets.org/trunk/overview_grid.html
http://docs.wxwidgets.org/trunk/classwx_grid.html

I would like to use this module but somehow i need to start with a empty grid and understand what is going on. I googled around but i did not find any explenation how it works.

The docs tie it together :)