Can we Add color in Grid Field row data?

If you mean background colour, then no. But you could use a rich text field to colour the text itself. Beware: some colours work better than others.

Here's an example:

a!gridColumn(
        label: "Salary",
        sortField: "salary",
        value: a!richTextDisplayField(
          value: a!richTextItem(
            text: fv!row.salary,
            color: if(
              fv!row.salary>39999,
              "#ff0000",
              "#008000"
            )
          )
        ),
        align: "END"
      )

(note: you'd want to hold the literals used here - 39999, #ff0000 and #008000 in constants for maintenance and readability purposes)

If you mean background colour, then no. But you could use a rich text field to colour the text itself. Beware: some colours work better than others.

Here's an example:

a!gridColumn(
        label: "Salary",
        sortField: "salary",
        value: a!richTextDisplayField(
          value: a!richTextItem(
            text: fv!row.salary,
            color: if(
              fv!row.salary>39999,
              "#ff0000",
              "#008000"
            )
          )
        ),
        align: "END"
      )

(note: you'd want to hold the literals used here - 39999, #ff0000 and #008000 in constants for maintenance and readability purposes)

In grid field we don't have a!gridColumn() function 
Can you please tell me about a!gridColumn()

Apologies, this is a 19.2 feature (available 31/5/2019). What version are you currently on?

ohh unfortunately i am using 19.1.
Thanks for info.

To try and make up for my earlier blunder...you could use an Editable Grid - a!gridLayout() - where you can use the same idea as previously suggested - use Rich Text to provide the colour. You'd need to make the fields all read-only, and you cannot page the data, so it depends on whether the latter is a problem for you.

Only an addendum to this.  You can page the data of an Editable Grid; it's exceptionally difficult and basically amounts to reinventing all the Appian paging controls from within Appian.