Thank you korba812. Before I start with this solution, I would like to understand what is happening.
Indeed, I do not understand why it works perfectly when compiling under Linux, and not when compiling under Windows.
I duplicated the complete Linux folder in a folder that I use to compile my program under Windows so as not to mix the sources.
The Windows compilation goes well, everything works, except this picklist in the grid.
When I click on the button, the list is displayed, but is absolutely not usable, given its very small width (it is almost unreadable)
I compared all the attributes, line by line, of the following components:
1- the dbgrid
2- the field that poses a problem in the grid
3- the same field in my table
Everything is similar (except the operation...)