[gszauer]

You have nothing to turnicate one row, and start the second.
Do this
import java.util.*;

public class puzzle{
  final static int MAX_ROW = 8;
  final static int MAX_COL = 4;
  static int numRow;
  static int grid[][] = new int[MAX_ROW][MAX_COL];
  public static void main(String[] args){
    System.out.println(" Enter the number of row:");
    Scanner myScanner = new Scanner(System.in);
    numRow = myScanner.nextInt();
    for(int i = 0; i < numRow; i++)    {
      for (int j = 0; j < MAX_COL; j++)    {
        System.out.print(grid[i][j]);
      }
      System.out.print("\n");
    }
    System.out.println();
  }
}