You have to set c1FlexGrid1.Cols[x].ComboList = "..."; and make sure AllowEditing is true for the column.
Also note by default the button is only visible when the cell has focus. Use this line of code to make the buttons always visible
c1FlexGrid1.ShowButtons = ShowButtonsEnum.Always;
You could instead use the HostedControl class (part of HostControls sample) to embed buttons down a column. This allows complete customization of the buttons. I've attached a sample that shows this technique.
Regards,
Greg L