Get the editor that bound to a column and you will be able to bind any events on it.
var dg = $('#dg');
dg.datagrid('beginEdit', index);
var ed = dg.datagrid('getEditor',{index:index,field:...});
$(ed.target).bind('keydown',function(e){
if (e.keyCode == 13){
dg.datagrid('endEdit', index);
}
})