To know if a cell is selected you can use
AGrid.IsCellSelected(x, y)
If instead you want to get the range of selected cells, use
AGrid.Selection
which returns a TGridRect with the coordinates of the selected "rectangle".
Or, if you have multi-range selections active, you can use:
AGrid.SelectedRange[Index]
along with
AGrid.SelectedRangeCount
HTH!