The following example demonstrates popping up a Combobox as an inplace editor to a Stringrid component.

Example:
procedure TForm .FormCreate(Sender: TObject);
begin
 {The combobox height is not settable, so we will}
 {instead size the grid to fit the combobox!}
  StringGrid .DefaultRowHeight := ComboBox .Height;
 {Hide the combobox}
  ComboBox .Visible := False;
end;
procedure TForm .ComboBox Change(Sender: TObject);
begin
 {Get the ComboBox selection and place in the grid}
  StringGrid .Cells[StringGrid .Col,
                    StringGrid .Row] :=
    ComboBox .Items[ComboBox .ItemIndex];
  ComboBox .Visible := False;
  StringGrid .SetFocus;
end;
procedure TForm .ComboBox Exit(Sender: TObject);
begin
 {Get the ComboBox selection and place in the grid}
  StringGrid .Cells[StringGrid .Col,
                    StringGrid .Row] :=
    ComboBox .Items[ComboBox .ItemIndex];
  ComboBox .Visible := False;
  StringGrid .SetFocus;
end;
procedure TForm .StringGrid SelectCell(Sender: TObject; Col,
 Row: Integer;  var CanSelect: Boolean);
var
  R: TRect;
begin
  if ((Col = 3) AND
      (Row <> 0)) then begin
   {Size and position the combo box to fit the cell}
    R := StringGrid .CellRect(Col, Row);
    R.Left := R.Left + StringGrid .Left;
    R.Right := R.Right + StringGrid .Left;
    R.Top := R.Top + StringGrid .Top;
    R.Bottom := R.Bottom + StringGrid .Top;
    ComboBox .Left := R.Left +  ;
    ComboBox .Top := R.Top +  ;
    ComboBox .Width := (R.Right +  ) - R.Left;
    ComboBox .Height := (R.Bottom +  ) - R.Top;
   {Show the combobox}
    ComboBox .Visible := True;
    ComboBox .SetFocus;
  end;
  CanSelect := True;
end;