A cell cannot focused. Only a control is a subject of focus. This is a keyboard focus; only one control in all the system can be focused at a time. So a whole data grid can be focused.
As to the cell, if could be
selected.
Basically, you need to select a row and a cell in it:
DataGridView myGridView =
int rowToSelect =
int columnToSelect =
DataGridViewRow selectedRow = myGridView.Rows[rowToSelect];
selectedRow.Selected = true;
selectedRow.Cells[columnToSelect].Selected = true;
—SA