Do you want to know when you click on a group caption row?
If so, try handling the TableControlCellClick event and testing for the caption row.
private void gridGroupingControl1_TableControlCellClick(object sender, GridTableControlCellClickEventArgs e)
{
GridTableCellStyleInfo style = e.TableControl.Model[e.Inner.RowIndex, e.Inner.ColIndex];
if(style.TableCellIdentity.TableCellType == GridTableCellType.GroupCaptionCell)
{
Console.WriteLine(style.Text);
GridCaptionRow capRow = style.TableCellIdentity.DisplayElement as GridCaptionRow;
Console.WriteLine(capRow.ParentGroup.Category);
}
}