You can break up areas in the cells by simply selecting a single cell and clicking the Split Cells button.
You can control the color, style and borders of your Grid Lines. Select a Grid Line—it will show a green highlight when selected—then right-click. In the menu you can choose to edit Grid Line Thickness, Grid Line Style, and Grid Line Color.
Continue to fill in the content for your legend. You can customize your font style and alignment by using the Controls in the Font and Paragraph groups under the Home tab.