A pay grade generally means a system where your salary increases with experience or extra certifications etc. I think in the US they are not state mandated as they are here, but are employer-dependent, so it would depend where you want to work.
Pay grade is used at hospitals and many different businesses to standardized the pay scale according to whatever criteria they set for themselves.
The Human Resources department or payroll may or may not give you that information, as pay scale for different positions is sometimes confidential in nature and is for internal use only. In other words, they don't make it available to current or perspective employees.
If you are a perspective employee, that isn't an appropriate question to ask at an interview. If you are a current employee, I would contact the HR department or Payroll to even see if company policy allows you to have it.