To build new Loki Admin Components (or use existing ones) - aka, grids and forms in the Magento Admin Panel - the Loki_AdminComponents module and its dependencies need to be installed. Here are the steps.
composer require loki/magento2-admin-components
bin/magento module:enable Loki_AdminComponents Loki_Components Loki_Base Loki_CssUtils
As you can see, the Loki_AdminComponents module has a dependency with Loki_Components, Loki_Base and Loki_CssUtils which might be useful as well, outside of the scope of building grids and forms in the Magento Admin Panel.
From this point onwards, you can build your own Loki Admin Components.
We also have some example components available that show the functionality of Loki Components:
composer require \
yireo-training/magento2-example-loki-admin-array-grid \
yireo-training/magento2-example-loki-admin-cms-page \
yireo-training/magento2-example-loki-admin-eav-entity-type \
yireo-training/magento2-example-loki-admin-products
bin/magento module:enable `bin/magento module:status | grep ExampleLokiAdmin`
Each module adds its own entry in the admin menu and displays a grid (and possibly a form) on its own pages.