Hi Min,
Thanks for your interest in Syncfusion products.
Currently we do not have support to perform the sorting action when its column Header is clicked in the MultiColumnComboBox. But you can sort the respective columns by using the following code snippet.
[Code Snippet]
DataView view = new DataView(dt);
view.Sort = "FirstName";
Please have a look on the following sample which holds the above code snippet.
[Sample]
http://www.syncfusion.com/uploads/redirect.aspx?&team=support&file=MulticolCBSamp-372957374.zipPlease let us know if you need further assistance.
We ae glad to help you out.
Regards,
Iniyen M.A.