By default, if you have several columns selected, and then change the width of one column, the grid will normally change the width of all selected columns.
If you want to do something else, then you could handle ColWidthsChanged. In you handler you could then change other colwidth from code using grid.Model.ColWidths[col]. (But you would want to set a flag and test this flag to make sure you avoid recursively calls to ColWidthChanged because you are changing colwidths in the event handler.
Private inColWidthsChanged As Boolean = False
Private Sub GridControl1_ColWidthsChanged(ByVal sender As Object, ByVal e As GridRowColSizeChangedEventArgs) Handles GridControl1.ColWidthsChanged
If Not inColWidthsChanged Then
inColWidthsChanged = True
''set other colwiths....
''....
''...
inColWidthsChanged = False
End If
End Sub