To fragment a single empty frame into a grid, first add an empty frame to your canvas in the Page Editor.
Move the frame into position to cover the entire area where your grid will appear.
Change the border, shadow and other style properties if desired - the resulting grid will inherit the same properties as the large frame possesses.
Access the Split tool. Specify the number of columns and rows, then hit Apply. The frame will split into multiple frames according to your specifications.
Adjust the inter-frame spacing control before applying the splitter to move the frames closer together or further apart.