Situation (see code below):

• when menupopup used in mode "auto" we have result like in picture "menu-popup-auto.png";
• when used a custom menu there are no checkboxes present, see "menu-popup-customized.png".

http://books.zkoss.org/wiki/ZK_Component_Reference/Data/Grid/Columns
This example doesn't explain how to reproduce behaviour of "auto" for customized menupopup.

<menupopup id="aMenu">
<menuitem label="label1" />
<menuitem label="label2" />
<menuitem label="label3" />
<menuitem label="label4" />
</menupopup>
<grid id="aGrid" width="auto" mold="paging" preloadSize="20" pageSize="10" model="@

">
<columns menupopup="aMenu" sizable="true">
<column label="label1" sclass="z-column-sort-asc"/>
<column label="label2"/>
<column label="label3"/>
<column label="label4" width="40px"/>
<column sort="none" width="64px"/>
</columns>
... more elements.
</grid>