1)I have added UltraComboBox in one of the cells of UltraGrid.
In UltraCombox I have added a windows button which is placed along with selected text in Ultracombobox.But when i add this combobox in UltraGrid ,it does not display the button added in UltraComboBox.
I don't undertand what you mean. How did you add a "windows button" to an UltraComboBox?
If you want a combo in a grid and also a button, then you should use the ButtonsRight or ButtonsLeft collection of the combo to add an editor button.
If you did that and the button is not displaying in the grid, then the column is probably not editable - in which case the DropDown button will not display, either. Is that what's happening? If so try setting ButtonDisplayStyle on the column to Always.