Assuming you already have the columns in the grid and you're simply customizing the headers then it is a simple matter of calculating the weekend dates. If you don't even have those columns in your dataset yet then you'd need to add the columns dynamically on the server side which is also straightforward. But since there is no data in your binding dataset then there would be nothing to display. I'm going to assume you have the data in your dataset that your binding to and therefore the columns will have data and you just want to customize the header.
Calculate the previous Saturday by taking the current date (which could be a Saturday) and calculate the offset to previous Saturday (e.g. Saturday would be 0, Sunday would be 1, Monday would be 2, etc)
//Jump to Saturday before (keep in mind we might already be on it
var offset = (date.DayOfWeek != DayOfWeek.Saturday) ? (int)date.DayOfWeek + 1 : 0;
var saturday = date.AddDays(-offset);
var sunday = saturday.AddDays(1);
Note I'm breaking the expression up to make it easier to read, you can combine as needed. date
is the date you want to get the previous Saturday of. Here I'm assuming that if you're on a Saturday then you want that day.
To get the weekends before that just keep AddDays(-7)
to the Saturday date.