Is it possible to display the listitems retrieved from a CAML query in a SPGridView?
How can I implement it?
Yes it is possible, but you will need to implement sorting, filtering and paging yourself.
This CodePlex project includes som basic examples.
The key is that an SPQuery called on a list by
(MSDN) will return list items that you can use to populate a DataTable or other datasource for the SPGridView