Use Column.Index for getting number of column and Table1.RecNo for getting number of record. Use it for onDBGridCellClick event. Don't forget that first Column.Index is 0.
procedure TForm1.DBGrid1CellClick(Column: TColumn);
begin
ShowMessage(
'Column number - '+IntToStr(Column.Index)+
' Record number - '+IntToStr(Table1.RecNo));
end;