You can either add it directly in the aspx like this:
<telerik:RadGrid runat="server" ID="RadGrid1" AllowPaging="True"
AllowSorting="True"
AutoGenerateColumns="False"
AllowAutomaticInserts="True"
AllowAutomaticUpdates="True"
AllowAutomaticDeletes="True" ShowStatusBar="True"
.........
or alternatively in the wizard as per picture, select master page and flag the options:
Moreover, make sure you generate the needed CRUD when you define the parameters of the sqlconnection (advanced menu, generate CRUD instructions). I do not see them in your code. In step 2 of this article you will find detail on how to do it.