We have an old app that uses Delphi 5 and DevExpress v3, the code might not be identical but should get you started.
A function that can create a column of any type (TdxDBDateColumn for example):
function CreateColumn(const aField: string; aColClass: TdxDBTreeListColumnClass): TdxDBTreeListColumn;
var
begin
Result := dxGrid.CreateColumn(aColClass);
Result.Name := dxGrid.Name + aField;
TdxDBGridColumn(Result).DisableFilter := True;
TdxDBGridColumn(Result).DisableGrouping := True;
TdxDBGridColumn(Result).Alignment := taRightJustify;
TdxDBGridColumn(Result).FieldName := aField;
TdxDBGridColumn(Result).Caption := aField;
TdxDBGridColumn(Result).Width := 70;
end;
Then you can call this function like so:
NewColumn := CreateColumn('Username', TdxDBGridColumn);