Thank you for writing.
Find attached a sample video (2013-02-21_1615), where you could see RadGridView Filter Dialog
tool for a certain column, which implements a similar to the WPF DataFilter tool functionality.
Also, you can use the CompositeFilterDescriptor
object, If you want to filter a single data field by multiple values. It contains a collection of filter descriptors objects and the logical operator for that filters. Please navigate through our documentation article about setting filters programmatically (composite descriptors), where you can find a sample code snippets: http://www.telerik.com/help/winforms/gridview-filtering-setting-filters-programmatically-composite-descriptors.html
If you have any questions, do not hesitate to contact us.
the Telerik team