Do you still have the manual, Marydoll? That will tell you how to use the grill. If that has vanished, there will be a copy somewhere on the internet.
The glass turntable will be OK. It is designed to survive the temperature that the grill reaches,
It won't explode if you close the door. It too is designed for the job. If you don't close the door, it won't heat up at all.
You grill things in whatever was supplied by the manufacturer, or in any metal pan that will sit on top of the thingy to lift the food up nearer to the grill element that was included when you bought the microwave. That is a round perforated metal tray on legs, with a circular metal ring fixed partway down the legs to brace them. If you ever had one, you probably flung it out when you weren't using the grill, as it is a pain in the proverbial to store.
The grill is also a pain in the B* as it inevitably spits grease all over the lining of the microwave and has to be cleaned too B often. As you may suspect, I used to have a combination microwave/grill/convection oven, but when it died I replaced it with a normal microwave. It had too many functions and parts that went wrong.