If you use xml data, you can add a dummy column in your query to display it in the grid
grid:
colModel :[{name:'EDIT',edittype:'select',formatter:'showlink', width:5,xmlmap:"Edit",formatoptions:{baseLinkUrl:'someurl.php', addParam: '&action=edit'}},
query:
select f1,f2,f3, 'Edit' as Edit FROM table