You can set incremented serial no, using on_insert event.
In on_insert callback function, you can run a select query to fetch max serial number and set it incremented for insert.

Refer demos/editing/custom-events.php

I am new to PHPGrid. The refer link is blank and having no code. I don't want to insert any thing in the database. Just want to show the serial number of each row.

I have show the serial number against each row by setting

$grid["rownumber"]="true";

but this is not the solution of my problem of adding new column of having incremented value.
Please send the code of same.
Thanks

The custom events are supported in full version.
If you are planning to achieve it in free, you can refer this link and generate artificial sno. with sql.

http://stackoverflow.com/questions/11094466/generate-serial-number-in-mysql-query