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Sure, the grid can load child rows while expanding parent row.

You can check samples/pro_treeGrid_dynamic.html (the  sample available only in PRO package).

<div id="gridbox" width="100%" height="250px" style="background-color:white;overflow:hidden"></div>
<script>
                        mygrid = new dhtmlXGridObject('gridbox');
                        ...
                        mygrid.kidsXmlFile="pro_treeGrid_dynamic.php";
                        mygrid.loadXML("pro_treeGrid_dynamic.php");       

    ==================  pro_treeGrid_dynamic.php ========================

    <?php

    //the php file must be recognized as XML document so necessary header sent

    header("Content-type:text/xml");

    //default xml file header (UTF-8 is a common value, but in some cases another encoding must be used)

    print('<?xml version="1.0" encoding="UTF-8"?>');

    //the script receive a parent item id from GET scope as my_script.php?id=PARENT_ID
    //if parent id not sent - top level in related sample - then  set it equal to 0

    if (!isset($_GET['id']))  $_GET['id']=0;

    //write top tag of xml document, the parent attribute contain id of parent row

    print ("<rows parent='".$_GET['id']."'>");

    //in real code here you must take records from DB
  //in sample we simple create a 20 dummy records

    for($i = 0;$i<20;$i++){

        //row tag contain a id and xmlkids attributes
        //if xmlkids attribute exists and is not empty - the row will be drawn as expandable
        //in our sample each 4th row will be expandable

        print "<row id='a_{$_GET['id']}_{$i}' xmlkids='".(($i%4==0)?1:"")."'>";

        //value of row

        print ("<cell image='folder.gif'>Item {$_GET['id']}:{$i}</cell>");

        //close row tag

        print ("</row>");
    }
    //after drawing all childs of current row, the main tag must be closed

    print("</rows>");

</script>

If you haven't found the needed information there and still looking for a solution, you will find the additional help checking ajax file upload with progress bar and javascript calendar date.