The changed rows (Added, Modified, Deleted) can be marked using the DataGridRowStateColumn attribute. Try to double click on a cell and modify the data, you will see the modified icon in the first cell of the row.
If you set the showDeletedRows attribute to true, then deleted rows can just be marked as deleted instead of deleting permanently. Try to click the right-mouse button and select "Delete Row", you will see the delete icon in the first cell of the row.
... <DataGrid ... showDeletedRows="true" ... /> ... <DataGridRowStateColumn ... textAlign="center" /> ...
|showDeletedRows||Whether or not to display deleted rows. (select either "true" or "false". default : "false")|