Create your own UserControl that contains a TextBox and a Button. Create your own custom column and cell classes where each cell contains an instance of your UserControl. MSDN has an example of creating custom column/cell classes for the DataGridView.
Whether or not you have used a UserControl before is not relevant. There are no doubt lots of things you haven't done before. If you want to put two controls into a single grid cell then you will use a UserControl.
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