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TColumn and it’s descendants are the classes used as columns in TGrid. See that article for general details of how to use grids and columns.
As discussed in TGrid, TColumn itself creates a string column. Other descendants create columns for editing other types of data. You can read how to create your own custom columns for other data types/controls in Custom Grid Columns.
Header is the text displayed as a header if the grid’s ShowHeader property is true.
ApplyImmediately is only used by TColumn and TStringColumn and affects when the grid’s OnEditingDone event fires. See the discussion under Navigation in TGrid for more details.
InEditMode is, strangely, an integer whose value is normally -1, but <> -1 if a cell in the column is being edited.
The UpdateCell(ARow: Integer); procedure updates the contents (data value) of the given rows cell. In other words, it prompts a call to the grid’s OnGetValue event for each cell.
Other Column Classes
A couple of the built in column classes have members which may be of interest. Note, however, that for all suc members changing the property value(s) only affects cells created after the property value has been set. This effectively means you’ll need to set values at design time, or both set the properties and manually update the values of any already created cells.
TProgressColumn has Min and Max properties, both of type single, to set the minimum and maximum values of it’s cells. These default to 0 and 100 respectively.
The Items property, of class TStrings, lists the menu items to show.