There is no direct way to do this. However there is one method and here's the logic.
1. Have a FlexGrid, change the cell height to match the combo box's height
2. Drop a CombBox onto the Form and set its border style approriately.
3. Then on click (rowcolchange) detect which cell has been clicked and move the combo box to the corresponding cell.
4. Then when the combo box loses focus then write the text in the combo box into the corresponding cell.
Please go with below link