The level of grain you get from digital cinema photography is mostly by artistic choice and added through the camera or in post production. Sometimes the movie is shot digitally and transferred to film, then scanned. This was done for Dune (2021), for instance.
Also, ARRI (who make the most renowned cameras for cinematic use) now specifically let you choose a grain texture on the Alexa 35 that is imprinted in the digital material. [1]
[1]: https://www.arri.com/en/learn-help/learn-help-camera-system/...