Using a simple ASP.NET - I connect to a local Access
database and display a simple datagrid. I wish to add
a column in to the datagrid that will hold a button. I
can then use this button to drill down on that particular
row's detail.

Question - do I do this by editing the web form HTML directly?
If so how do I do it and how do I connect the button to code
in tyhe webform? Or is there a better way?

Any and all help appreciated.

Just replace 'hyperlink' with 'button' if this is what you're asking.

*between datagrid tags:
<Columns>
    <asp:HyperLinkColumn DataNavigateUrlField="ip"
                        Text="Resolve IP" DataNavigateUrlFormatString="resolve.aspx?ip={0}">
    </asp:HyperLinkColumn>
</Columns>