Michel had written a blog on how to achieve this. One scenario that he used was the same way it is done in Excel. You can click here to view the blog post. Inside the blog, you can also download the sample application that he worked on and see the cell selection in action!
Imported from legacy forums. Posted by Marc [Xceed] (had 196 views)
This should be by default if the SelectionMode is set to either Extended or Multiple. Also, you will need to set the SelectionUnit to Cell if it is only cells that you want to select. This is the default behavior of the Xceed DataGrid for WPF.
Imported from legacy forums. Posted by Marc [Xceed] (had 774 views)