[NumLock]

кинуть на форму TClientDataSet, TDataSource, TDBGrid, связать их. не забыть событие OnCreate.

Код:

unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, Grids, DBGrids, DB, DBClient;

type
  TForm1 = class(TForm)
    ClientDataSet1: TClientDataSet;
    DataSource1: TDataSource;
    DBGrid1: TDBGrid;
    procedure FormCreate(Sender: TObject);
  private
    { Private declarations }
    procedure DBGridTitleClick(Column: TColumn);
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

uses Math;

{$R *.dfm}

procedure TForm1.FormCreate(Sender: TObject);
var
  i: Integer;
begin
  Randomize;
  ClientDataSet1.FieldDefs.Add('id', ftInteger);
  ClientDataSet1.FieldDefs.Add('avatar', ftString, 10);
  ClientDataSet1.CreateDataSet;
  for i:=1 to $ff do
  begin
    ClientDataSet1.Append;
    ClientDataSet1.FieldByName('id').AsInteger:=i;
    ClientDataSet1.FieldByName('avatar').AsInteger:=Random($100);
    ClientDataSet1.Post;
  end;
  DBGrid1.OnTitleClick:=DBGridTitleClick;
end;

procedure TForm1.DBGridTitleClick(Column: TColumn);
begin
  ClientDataSet1.IndexFieldNames:=Column.FieldName;
//  ClientDataSet1.IndexFieldNames:='avatar;id'; // можно так
end;

end.