The Grid is the name in which the personnel of section D refer to their highly secure office suite at Thames House. The Grid is where the agent's desks, computers and other equipment is stored including the personal items of their cover identities. To enter the Grid you need to go through one of the two "entrance pods" which are presumingly for security purposes, likely scanning personal for bugs, explosives or other dangerous items. The grid also contains separate rooms including Harry's office and a detention centre for captured prisoners.