This post is following on Using SendGrid with OpenShift Online.
1) Install SendGrid plugin into the WordPress
2) Goto SendGrid Dashboard, under the Setting tab, create an API key.
Do a test and now you can monitor all email message activity in the SendGrid Dashboard.
The email will be sending out as per usual. If you examine the email header, you will find that email message is routed thru SendGrid.
Outlook rmail headr
GMail email header