I want to make it so that the user with himself changes the properties of the TDBGrid columns at columns editor in run time and then save columns properties (font name, font size, column width, etc). I need show TDBGrid columns editor at run time.
This is not possible, because that editor is part of a design-time only package that is not redistributable. If you want to do this, you'll need to either find a third-party replacement (which you can't ask about here) or write your own.