Thank you for your patience.
Generally, the case of having a multiple checkbox column implies having a RadDropDownListEditor with checked items, because of the big area that will be consumed by the checkboxlists. Still, please find attached a sample project which demonstrates the scenario you desire - a CheckBoxList column.
Please note, however, that such a solution is not recommended to be used in RadGridView. As you will see yourself, the fact that there are many additional elements and layouts in the RadGridView cells, makes the process of scrolling up and down slow.
I am attaching the performance-wise solution, where just one RadDropDownEditor is displayed upon user request. You will notice that this solution makes RadGridView much more responsive and you are still able to select multiple items from a checked (drop-down) list.
I hope this helps. Feel free to write back if you have additional questions.
All the best,
the Telerik team