From version 5.7.1 onwards the PDF grid files are no longer bundled in the tarball. This is because of the increasing numbers and more importantly increasing size.
Instead, a script (lhapdf-getdata) is provided in the install bin directory to do this. The option is there to download specific individual sets or all the sets.
The grid filres can also be downloaded from the "List of all available PDF sets" link on the LHAPDF home page.
For more details see: