How to add or bind child band grids of different structures to the ultragrid? For e.g. I need the first child band grid to have 3 different columns and second child band grid to have 5 different columns. How this could be possible?

Assuming that you are using the WinGrid, the grid can display sibling bands so if you have data for one child band for the first parent row and data for the other child band for the second parent row this may give you what you are looking for.

As far as exposing data as a child, you would need an object that implements IList as two of the properties in your data object or you could use a DataSet where the parent DataTable was related to two child DataTables.

If you are looking to control the order of the child bands for any parents that have two children, you can do so using the VisiblePosition property of the band.  There is an example of this in the help:

http://help.infragistics.com/Help/NetAdvantage/WinForms/2012.1/CLR2.0/HTML/WinGrid_Setting_the_Order_for_Sibling_Child_Bands.html

Let me know if you have any questions with this matter.