I have 4 data grids on a page and a refresh function every 5 minutes. I want to have a message that came up when a new row is added in one of the data grid. Is it possible to do that with KoolPHP?

Yes you can do that. I'd suggest storing a temporary log on the server to contain the events that have occurred on a grid.
When the grid reloads, you may check this log and build an appropriate message to display after the grid loads.
Your javascript will have to execute on the grid load event.
Do an ajax call to a dedicated php script that checks this log and produces the correct output to display the message.