There are few ways to add a column to Magento's core grids or other grids i.e. sales order. 

The possible two ways are 

 1. using plugin to join on sales order grid collection with other
    tables (see [my answer here][1])
 2. create a column in sales_order_grid table and save values in that column  for an order. (see [Sergey's post][2])

  [1]: http://magento.stackexchange.com/a/159691/50597
  [2]: http://blog.sivaschenko.com/2016/05/magento-2-tutorial-add-column-to-sales.html