I was wondering if it is possible in SSI Web to add a border to a particular column in a grid question? If so, what are the steps in order to do that?

The answer lies in modifying the CSS code to target a specific question and a specific column. Here's how you would do this, assuming that the grid question is named q1 and you want the right-border of column 1 to be 4px wide and black (#000000).

<style>
 #q1_div .grid_c1 {border-right:4px solid #000000 !important;}
</style>

Place the three lines of code above in the Survey Settings > Headers and Footers > HTML Head Tag section. Below is what the output may look like, depending on the survey style used.