예전에 스트링그리드에 콤보박스 넣기를 올려보았는데요...
테스트 해보니 체크박스도 같은거 같아요
procedure TForm1.Button1Click(Sender: TObject);
var y : integer;
begin
   for y := 1 to StringGrid1.RowCount - 1 do begin
      StringGrid1.Cells[0,y] := inttostr(y);
      StringGrid1.Objects[1,y] := TcheckBox.Create(StringGrid1);
      with TCheckBox(StringGrid1.Objects[1,y]) do begin
         //OnKeyUp := CheckBoxKeyUp;
         OnMouseUp := CheckBoxMouseUp;
         Parent := StringGrid1;
         BoundsRect := StringGrid1.CellRect(1, y);
         Width := StringGrid1.ColWidths[1];
         Height := StringGrid1.RowHeights[1];
         Caption := '첵'+inttostr(y);
         Checked := false;
      end;
   end;
end;


procedure TForm1.CheckBoxMouseUp(Sender: TObject; Button: TMouseButton;
  Shift: TShiftState; X, Y: Integer);
begin
    TCheckBox(Sender).Checked := not TCheckBox(Sender).Checked
end;

procedure TForm1.StringGrid1DrawCell(Sender: TObject; ACol, ARow: Integer;
  Rect: TRect; State: TGridDrawState);
var
    i : integer;
begin
    for i := 1 to StringGrid1.RowCount-1 do begin
       if StringGrid1.objects[1,i] <> nil then begin
          Rect:=StringGrid1.cellrect(1,i);
          TCheckBox(StringGrid1.objects[1 ,i]).top  := Rect.Top;
          TCheckBox(StringGrid1.objects[1 ,i]).Left := Rect.Left;
          //TCheckBox(StringGrid1.objects[1 ,i]).BringToFront;
          if (Rect.Top<=0)then
             TCheckBox(StringGrid1.objects[1 ,i]).Visible := False
          else begin
             TCheckBox(StringGrid1.objects[1 ,i]).Visible := True;
          end;
          TCheckBox(StringGrid1.objects[1 ,i]).Refresh;
       end;
    end;
end;
hsr////////////////////////////////////////////////////////////