The value for row header can be set through
Columns.Items[i].Caption property
Also, here's some code from documentation of SetCellValue method:
private void FillCells(float[] values, FlyGrid grid, string fieldName)
{
IEnumerator valuesEnumerator = values.GetEnumerator();
foreach(NodeBase node in grid.Rows.Items)
{
if(valuesEnumerator.MoveNext())
{
node.SetCellValue(fieldName, valuesEnumerator.Current);
}
else
break;
}
}