A really basic example of adding an action to a gridfield in Silverstripe CMS 4's SecurityAdmin

Button.php

<?php

namespace App\GridField;

use SilverStripe\Forms\GridField\AbstractGridFieldComponent;
use SilverStripe\Forms\GridField\GridField_HTMLProvider;

class Button extends AbstractGridFieldComponent implements GridField_HTMLProvider, GridField_ActionProvider, GridField_URLHandler
{
    protected $targetFragment;

    public function __construct($targetFragment = 'before')
    {
        $this->targetFragment = $targetFragment;
    }

    public function getHTMLFragments($gridField)
    {
        // Build action button
        $button = new GridField_FormAction(
            $gridField,
            'sendfile',
            'Download The File',
            'sendfile',
            null
        );
        // "no-ajax" here is important!
        $button
            ->addExtraClass('btn btn-dark no-ajax font-icon-down-circled btn--icon-large')
            ->setForm($gridField->getForm());

        return [
            $this->targetFragment => $button->Field()
        ];
    }

    public function getActions($gridField)
    {
        return ['sendfile'];
    }

    public function getURLHandlers($gridField)
    {
        return [
            'sendfile' => 'sendFile',
        ];
    }

    public function handleAction(GridField $gridField, $actionName, $arguments, $data)
    {
        // notice the lowercase action name. Even if you have uppercase for the action name everywhere else,
        // the action name passed in here will *always* be fully lowercase.
        if ($actionName == 'sendfile') {
            return $this->sendFile($gridField);
        }
        return null;
    }

    public function sendFile()
    {
        return HTTPRequest::send_file('Some file content', 'file.txt', 'text/plain');
    }
}

extensions.yml

SilverStripe\Admin\SecurityAdmin:
  extensions:
    - App\Extensions\MyExtension

MyExtension.php

<?php

namespace App\Extensions;

use App\GridField\Button;
use SilverStripe\Core\Extension;
use SilverStripe\Forms\Form;
use SilverStripe\Forms\GridField\GridField;

class MyExtension extends Extension
{
    public function updateEditForm(Form $form)
    {
        /** @var GridField $membersGridField */
        $membersGridField = $form->Fields()->dataFieldByName('Members');
        $membersGridField->getConfig()->addComponent(new Button());
    }
}