I think they may be asking a question I had as well. If I have a php script that is launched by 'editurl', it of course processes the request and updates the database accordingly. But, it it supposed to 'print' anything, like a php script usually does? Or, is it best practice to output nothing?
Of course you can controll this. The script can tell the grid if this operation is successfull or not. You can catch the output from your script using the afterSubmit event , aftersavefunc or afterSubmitCell depending on the modules your use. Also refer to docs.