MainWindow.xaml

<Window
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
        xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
        xmlns:local="clr-namespace:ColumnsSample"
        xmlns:dxg="http://schemas.devexpress.com/winfx/2008/xaml/grid" 
        xmlns:dxci="http://schemas.devexpress.com/winfx/2008/xaml/core/internal" 
        xmlns:dxe="http://schemas.devexpress.com/winfx/2008/xaml/editors" 
        x:Class="ColumnsSample.MainWindow" mc:Ignorable="d"
        Title="MainWindow" Height="400" Width="700">
    <Window.DataContext>
        <local:ViewModel/>
    </Window.DataContext>
    <Window.Resources>
        <DataTemplate x:Key="DefaultColumnTemplate">
            <dxg:GridColumn FieldName="{Binding Path=(dxci:DependencyObjectExtensions.DataContext).FieldName, RelativeSource={RelativeSource Self}}"/>
        </DataTemplate>
        <DataTemplate x:Key="LookupColumnTemplate">
            <dxg:GridColumn  FieldName="{Binding Path=(dxci:DependencyObjectExtensions.DataContext).FieldName, RelativeSource={RelativeSource Self}}">
                <dxg:GridColumn.EditSettings>
                    <dxe:ComboBoxEditSettings ItemsSource="{Binding Source}"/>
                </dxg:GridColumn.EditSettings>
            </dxg:GridColumn>
        </DataTemplate>
        <DataTemplate x:Key="BindingColumnTemplate">
            <dxg:GridColumn local:BindingHelper.Path="{Binding Path=(dxci:DependencyObjectExtensions.DataContext).FieldName, RelativeSource={RelativeSource Self}}"
                            Header="{Binding Path=(dxci:DependencyObjectExtensions.DataContext).Header, RelativeSource={RelativeSource Self}}"/>
        </DataTemplate>
        <local:ColumnTemplateSelector x:Key="ColumnTemplateSelector"
                                      DefaultColumnTemplate ="{StaticResource DefaultColumnTemplate}"
                                      LookupColumnTemplate ="{StaticResource LookupColumnTemplate}"
                                      BindingColumnTemplate ="{StaticResource BindingColumnTemplate}"/>
    </Window.Resources>
    <dxg:GridControl ItemsSource="{Binding Source}" ColumnsSource="{Binding Columns}"
                     ColumnGeneratorTemplateSelector="{StaticResource ColumnTemplateSelector}">
        <dxg:GridControl.View>
            <dxg:TableView />
        </dxg:GridControl.View>
    </dxg:GridControl>
</Window>