こんにちは。
WinFormsで良いでしょうか。
Public Class Form1
Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
Dim dt As New DataTable
dt.Columns.Add("ColA")
dt.Columns.Add("ColB")
dt.Columns.Add("ColC")
dt.Rows.Add("1-1", "1-2", "1-3")
dt.Rows.Add("2-1", "2-2", "2-3")
DataGridView1.Dock = DockStyle.Fill
DataGridView1.DataSource = dt
AddHandler DataGridView1.MouseClick, Sub(a, b)
If b.Button = System.Windows.Forms.MouseButtons.Right Then
Dim colIndex = DataGridView1.HitTest(b.X, b.Y).ColumnIndex
If colIndex = 1 Then
Dim menu As New ContextMenu
menu.MenuItems.Add("AAA")
menu.MenuItems.Add("BBB")
menu.MenuItems.Add("CCC")
menu.Show(DataGridView1, b.Location)
End If
End If
End Sub
End Sub
End Class