Unlike Microsoft Excel, Zoho Sheet currently doesn't paint the grid lines while applying background color to a cell range. As a work around, you can use the following macro for this purpose. You need to apply background color to the 1st cell of your target range. Then select your target range and run the following macro.
Here is a demo: http://sheet.zoho.com/public/zohosheet/bg-color-macro
Public Sub ApplyBackgroundColor()
Dim x As Variant
x = ActiveCell.Interior.Color
With Selection.borders
.LineStyle = xlContinuous
.Weight = xlThin
.Color = x
End With
Selection.Interior.Color = x
End Sub