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Are you saying that we don't need to implement anyting on the server side particular to a page?

But how will it know what data it needs to load for the page. Imagine a scenario where in once the data is loaded to the screen, the user sorts data for a column in the screen and then changes the page. In that case what should be the content we need to show? Are you saying that we don't need to implement anyting on the server side particular to a page? 

If your are using static paging - all data will be loaded at once, so you need not any server side code. 
In case of dynamic paging ( when data loaded from server by chunks ) you need to use server side sorting, which means some server coding. 
You can check - http://dhtmlx.com/docs/products/dhtmlxGrid/doc/step-by-step/ch_biggrid.html#grid_sbs_biggrid - the article talks about smart rendering , but both SRND and paging use the same data request protocol, so they can share the same server side code. ( just replace enableSmartRendering with enablePaging )