function IsCellSelected(StringGrid: TStringGrid; X, Y: Longint): Boolean; 
begin 
  Result := False; 
  try 
    if (X >= StringGrid.Selection.Left) and (X <= StringGrid.Selection.Right) and 
      (Y >= StringGrid.Selection.Top) and (Y <= StringGrid.Selection.Bottom) then 
      Result := True; 
  except 
  end; 
end; 

procedure TForm1.Button1Click(Sender: TObject); 
begin 
  if IsCellSelected(stringgrid1, 2, 2) then 
    ShowMessage('Cell (2,2) is selected.'); 
end;