Te faltan los <tr> (filas) y ponerle un borde a las celdas en el CSS:
Código HTML:
<html>
<head>
<style type="text/css">
td { border: 1px solid black; margin: 0; }
</style>
</head>
<body>
<table>
<tr><td>a</td><td>a</td><td>a</td><td>a</td></tr>
<tr><td>a</td><td>a</td><td>a</td><td>a</td></tr>
<tr><td>a</td><td>a</td><td>a</td><td>a</td></tr>
<tr><td>a</td><td>a</td><td>a</td><td>a</td></tr>
<tr><td>a</td><td>a</td><td>a</td><td>a</td></tr>
<tr><td>a</td><td>a</td><td>a</td><td>a</td></tr>
</table>
</body>
</html>