Firstly, if you want to be able to select multiple items, you may set the SelectionMode property of the grid to "Multiple" or "Extended". As for defining and using a ContextMenu, you may take a look at our online demos for further reference.
Considering your requirement for selecting an item on double-click, you may cancel the built-in selection during the SelectionChanging event, handle the CellDoubleClickEvent for example and select the corresponding items.
Still, I would recommend you using the default way a selection is performed, as otherwise you will probably have to consider the cases when you are selecting multiple items.
All the best,
the Telerik team
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