You subject of this question is stupid, make it something clear next time.
Grub does not require a initrd. The need for initrd depends on how you compile your kernel. If you use modules for your filesystem you will need an initrd, like the standard (apt-gettable) kernels are build.
If you did not change anything to the filesystem settings in a default Debian kernel you need to compile with the flag --initrd. That way an initrd image will be created. The line will look something like
Code:
make-kpkg --initrd --append-to-version=-1234 kernel_image