How can I get on grid the button on right corner by which user can select which columns are shown. For example here https://vaadin.com/grid you can see that button.
you must configure your column to be hideable, at least 1 column.
eg. Column.setHidable(true);
see:
https://vaadin.com/api/7.5.8/com/vaadin/ui/Grid.Column.html#setHidable(boolean)