Mapping Center Answer:

First, set your map document's page size to A4.  Then, in layout view, set the data frame size based on your requirements.  Not much to go on with your phrasing, but it sounds like you want the data frame to occupy the entire page.  To do that, use the data frame properties and then the Size and Position tab to set the origin of the data frame to 0,0, and then set the height and width to match the page size.

I know there is functionality for generating a grid in DSMapBook, but we've never used it for this sort of purpose and it's not a supported product, so you'll have to figure that out for yourself.  The only guidance I can think of is add your data, and set your map scale, and that will give you some idea of the number of tiles (rows & columns) you'll require from the grid.