Thank you very much, the problem is solved. I was looking in the SDK directories like branches\ex\sdk\propgrid but I could not find a way to compile. Also I did / do not understand the differences between all the versions.
Probably I did a build instead of building workspace when compiling the plugins, so I could not found the libpropgrid library in the plugin directory when I did a search through all files. Because the wxPropGrid is not a plugin I didn't look further in the plugins.