esumo, First of all, a very big welcome to Rootschat.
If your 4 grandparents married several times and had children from each marriage, these children will still share approximately 12.5% DNA with you and will show up as very close matches to you. With a cooperative match or using shared matches it should be relatively easy to work out where the connection lies.
If you are talking about more distant 'grandparents', e.g. 2G, 3G, 4G grandparents etc, the same applies.
Fred Smith married Mary, Eliza, Susan and Sarah Jane and had 2 children from each marriage. Fred's parents were joint ancestors of all 8 of the children, so will share DNA.
My tree is getting very big now as I include multiple marriages and children, also as many marriages of the children as I can find, especially the girls.
If Fred and Mary had 2 girls, they would marry different men and new surnames would be introduced (Jones and Brown). If the daughters marry and have children, further new surnames would be introduced (Williams and Davidson).
Fred Smith plus perhaps Jones and Brown may be the only ones you have followed, you might never have heard of Williams or Davidson. Your match, descended a few generations further on from Williams, only has Wilson in her tree as she hasn't researched it further than her father.
You are a potential DNA match with all of these descended originally from Fred and Mary, and descendants of his other narriages.
In-laws by themselves shouldn't give DNA matches, but as you say, they may be connected from a previous generation.
Regards Margaret