It's not mandatory to place an item in a single cell only. You can span it across multiple rows and/or columns. The attached property Grid.RowSpan allows you to span the element across two or more grid row cells. Similarly, Grid.ColumnSpan allows you to span the element across two or more grid columns. You can use either or both.
Consider the following code snippet, where the rectangle is spanned across two rows and two columns, starting at the (0,0) cell position:
<Rectangle Fill="OrangeRed" Grid.Row="0" Grid.Column="0" Grid.RowSpan="2" Grid.ColumnSpan="2" />
When you run this, you will see the following output: