Hello Jesús Manuel,
As I mentioned in my previous post, RadMultiColumnComboBox consists or RadComboBox and RadGridView. So in order to theme the combo box part, you should theme the RadComboBox in VSB. Respectively, if you want to theme the integrated RadGridView, in VSB you should theme RadGridView.
I hope this helps. Let me know if you need any other information.
the Telerik team