downloading serialosc is the first step. you need to download an application to use with the grid now that it can speak osc with your computer. here is a list of the classics.
https://monome.org/docs/
and seeing as how it looks like you want to use the grid with ableton, i recommend downloading
terms – sum, pulled apart, as max for live plugins for ableton
re:mix – extended mlr within ableton live (my fav)
another great resource for monome apps to run inside ableton is
http://maxforlive.com/
just search for “monome” and a bunch of cool stuff will come up. also, grid will not show up under the ableton devices menu. you can use max to see if it is properly connected. max is free with ableton 10