The code samples that you show are for managed .NET languages. Is it your intention to use this grid in a managed .NET COBOL application (WinForms) or within a native application that still uses Dialog System?
It would be simple to convert the C# to COBOL if using managed code and more difficult if using native.
ActiveX controls are normally not used in the .NET environment. Is this a .NET assembly version of the control instead of ActiveX?