property Items.CellBold([Item as Variant], [ColIndex as Variant]) as Boolean

Retrieves or sets a value that indicates whether the cell's caption should appear in bold.

TypeDescription
Item as Variant A long expression that indicates the item's handle.
ColIndex as Variant A long expression that indicates the column's index, a string expression that indicates the column's caption or the column's key.
Boolean A boolean expression that indicates whether the cell should appear in bold.

Use the CellBold property to bold a cell. Use the ItemBold property to specify whether the item should appear in bold. Use the HeaderBold property of the Column object to bold the column's caption. 

Here's a snippet of code that shows how to bold the first column in the first group( it enumerates all cells in the column ):

Dim h As Variant
With ExplorerTree1.Groups(0)
    .BeginUpdate
    With .Items
        For Each h In ExplorerTree1.Groups(0).Items
            .CellBold(h, 0) = True
        Next
    End With
    .EndUpdate
End With

Note: A cell is the intersection of an item with a column. All properties that has an Item and a ColIndex parameters are referring to a cell. The Item parameter represents the handle of an item, and the ColIndex parameter indicates an index ( a numerical value, see Column.Index property ) of a column , the column's caption ( a string value, see Column.Caption property ), or a handle to a cell ( see ItemCell property ). Here's few hints how to use properties with Item and ColIndex parameters:

Group.Items.CellBold(, Group.Items.ItemCell(Group.Items(0), 0)) = True
Group.Items.CellBold(Group.Items(0), 0) = True
Group.Items.CellBold(Group.Items(0), "ColumnName") = True