I have this partial code:
DataGridViewComboBoxColumn cbC = new DataGridViewComboBoxColumn();
cbC.HeaderText = "Code:";
cbC.Name = "code";
cbC.ContextMenuStrip = mymenu;(is a ContextMenuStrip)
I click with right mouse button on the row but the menu not showing, what's wrong?

You should have a look here, you will find the answer :)
DataGridViewColumn.ContextMenuStrip propriété