Sadly, the layout in the grid manager cannot be turned into an actual one - hopefully that will be a feature in a future version
You can, of course use the manager to create a vector one by using paths with a stroke or just using lines created using the pen tool. Especially useful is the snapping ON feature.
Create a line using the pen tool (hold down the shift key). Set the stroke to 10pt and the stroke color. Alternatively, you can create a line using a thin rectangle using the rectangle tool. Really depends on what you want to do with the design.
Duplicate the lines (or rectangles) across your art board and space it using the alignment tools / distributions. You can then group all the lines in the layers panel found in the window menu by right clicking and selecting group.
The group can be duplicated and rotate 90 degrees to form the grid. You can use the stroke settings such as caps etc to create the perfect grid.
The design can also be then grouped and saved for future use via the file save command.
You don't have to use lines at all. You can create a square (or any vector shape such as a circle or star), a small square and then duplicate that design horizontally (hold down the alt / option key and drag) and repeat and space across a row. Select all and then combine them all by using the layer menu and geometry and add command.
Duplicate the row vertically and space and distribute. Select all of them and then geometry and add. Create a big rectangle to overlay all the shapes and then align over them, select all, and then go to the layer menu and geometry and XOR command. Set the color of the fill and stroke as required