If you want to get values of all columns of selected row from DBGrid component, then use Fields and FieldCount properties, like in this example.
procedure TForm1.Button1Click(Sender: TObject);
var
i: Integer;
begin
Memo1.Clear;
with DBGrid1 do
begin
for i:=0 to FieldCount-1 do
Memo1.Lines.Add(Fields[i].AsString);
end;
end;