I assume you're talking about the black plastic honeycomb design.
Specific answers to your question may depend on the year/generation of the MINI but, in general, those black grilles 1) can come on the car from the factory if the particular model specifies it, like a JCW, or if the buyer specs his new MINI with an aero kit or 2) can be added either as part of a full aero kit added later or (I think) as just the grille some time after taking ownership. I'm not absolutely certain of that last option, might need to make some modifications to install an aero grille in a non-aero bumper/apron.
Like I said, I'm sure there's variability from one generation to another, my experience comes from the 1st gen.
I've also seen some aftermarket copycat grilles that claim to mount directly to your stock bumper and apron.
