The best way to figure out which styles you need to change is to use firebug or some other developer toolset. You can select each element and find out the name of the style and where it's located.
Some of the values are inherited from the jquery ui css file but others are set in the ui.jqgrid.css file.
The headers for the grid are in this selector, which is located in the ui.jqgrid.css file:
.ui-jqgrid .ui-jqgrid-htable th div
You can change the value of the font size there, but you are probably better off overriding the style in your own css file.
Deberias bajar el CSS de Jquery UI como se indica en el install txt a continuacion la definicion de mi primera grid
Si ticas todos los modulos de jqgrid para descargar en la carpeta src esta el grid.loader.. que vendria siendo el mismo que esta para descargar desde github como JQuery.jqgrid.js La version Jqgrid.min es la que compila y que junta todos los src en un solo archivo..