Was it changed in 8.2 or still I have to add separate editor?

This has not changes, as far as I know. 

Which part of the KB article is giving you trouble? The article is a little old, so there is no longer an EditorControl property on the grid column - this was replaced by the EditorComponent property. So you just set that, instead.

Place an UltraTextEditor control on the same form with the grid. Then in code, you would do something like this:

        private void ultraGrid1_InitializeLayout(object sender, Infragistics.Win.UltraWinGrid.InitializeLayoutEventArgs e)
        {
            UltraGridLayout layout = e.Layout;
            UltraGridBand band = layout.Bands[0];

            this.ultraTextEditor1.PasswordChar = '*';
            band.Columns["Password"].EditorComponent = this.ultraTextEditor1;
        }

Please can you post an example. I don't understand the Knowledgebase article.
How can I access the property of the column?