May anyone please help in making the structure like this? It would be grateful . Thanks in advance 
There is no easy crash course to become Zaha Hadid overnight!!. Kim provided you the maximum output you need to create that type form so now you start working on it and try replicate the exact shape.
Any particular reason to want to use Grasshopper instead of modelling it in Rhino? Seems you know exactly what you’re after and don’t require any design iterations.
Yeah. ZHA basically use Maya, Rhino for the concept modeling.