I would like to do a drag and drop in a drawgrid or a stringgrid cell.
Well, you can not drag to a Delphi DrawGrid cell, because a DrawGrid doesn't have cells. Maybe you mean: drag something to a DrawGrid and next display it in the DrawGrid?
Do you want to drag from one stringgrid cell to another cell of the same stringgrid? Or do you want to drag a filename from Explorer to a cell of the StringGrid? Or some other combination? Because all these tasks ask for a quite different source code :)