Insert checkbox in each column of a datagriview in VB.net

Question

I am trying to code-build a checkbox in my calendar datagridview.

With the following stored procedure I am building the calendar SQL SERVER

  SET LANGUAGE Español
        set @PERIODO  = @PERIODO

        declare @columnas varchar(max)= ''

        select @columnas =  coalesce(@columnas + '[' + cast(DIAS as varchar(12)) + '],', '')
        FROM (Select c.NombreDiaCorto+CONVERT(varchar(2),c.DIA) AS DIAS
            From AUT_CALENDARIO c
            --where @FechaInicio<=c.FECHA and c.FECHA<=@FechaFin
            where @PERIODO=substring(c.IDCALENDARIO,1,6)
            ) as DTM

        set @columnas = left(@columnas,LEN(@columnas)-1)
        --Select @columnas 
        DECLARE @SQLString nvarchar(MAX);

        set @SQLString = N'
        SELECT TOP 1 * 
        into TEMP_CALENDARIO
        FROM
        (Select 0 as X, c.NombreDiaCorto+CONVERT(varchar(2),c.DIA) AS DIAS
            from AUT_CALENDARIO c
            CROSS APPLY AUT_PERSONAL p
            where substring(c.IDCALENDARIO,1,6)='''+ @PERIODO+'''
            ) AS TABLA
        PIVOT
        (
        MAX(X)
        FOR DIAS IN (' + @columnas + ')
        ) AS PivotTable;'

        --SELECT  @SQLString
        EXECUTE SP_EXECUTESQL @SQLString

        --UPDATE T SET T.IDCODIGOGENERAL='' FROM TEMP_CALENDARIO T
        Select * FROM TEMP_CALENDARIO

        IF OBJECT_ID('TEMP_CALENDARIO') IS NOT NULL  BEGIN drop table TEMP_CALENDARIO END

And I am displaying it in my datagridview with the following code snippet.

   Sub listar_periodos()
    Try
        Me.dgvdias.DataSource = negHor.Listar_Calendarios(VGlobales.Base, Me.cboperiodo.SelectedValue)
    Catch ex1 As SqlClient.SqlException : MessageBox.Show(ex1.Message, "MENSAJES", MessageBoxButtons.OK, MessageBoxIcon.Exclamation)
    Catch ex As Exception : MessageBox.Show(ex.Message, "MENSAJES", MessageBoxButtons.OK, MessageBoxIcon.Error)
    End Try
End Sub

And it is displayed as follows, so far so good

---

But what I need is to replace the "0" with a checkbox control and thus allow me to select the day that I want, and quite apart to obtain the name of the column or the position that I have selected but so far I have not found the function or the logic of how to insert a checkbox any ideas or suggestions.