Xceed DataGrid for WPF v7.2 Documentation
Enabling the column chooser

The following example demonstrates how to enable the column chooser and change the sort order of the column names it displays.

XAML
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<Grid xmlns:xcdg="http://schemas.xceed.com/wpf/xaml/datagrid">
  <Grid.Resources>
     <xcdg:DataGridCollectionViewSource x:Key="cvs_orders"
                                        Source="{Binding Source={x:Static Application.Current}, Path=Orders}" />
  </Grid.Resources>
  <xcdg:DataGridControl x:Name="OrdersGrid"
                        ItemsSource="{Binding Source={StaticResource cvs_orders}}">
     <xcdg:DataGridControl.Columns>
       <xcdg:Column FieldName="OrderID"
                    ShowInColumnChooser="False" />
        <xcdg:Column FieldName="EmployeeID"
                     Visible="False" />
        <xcdg:Column FieldName="CustomerID"
                     Visible="False" />
        <xcdg:Column FieldName="ShipVia"
                     Visible="False" />
     </xcdg:DataGridControl.Columns>
     <xcdg:DataGridControl.View>
       <xcdg:TableView AllowColumnChooser="True"
                       ColumnChooserSortOrder="TitleAscending" />
     </xcdg:DataGridControl.View>
  </xcdg:DataGridControl>
</Grid>