No, multi-valued fields are not natively supported. However there are various ways to maintain arrays with T-SQL. This page covers the topic in-depth, and I suspect this is the kind of answer you were looking for.
As to "vanilla" Visual Studio allowing for this, no, and your question implies "with SQL Server".
As to a better approach, that's a matter of opinion which is rather taboo here on Stack Overflow. However it seems appropriate to mention that there is a non-relational DBMS model called a MultiValue Database. (I was attracted to this question by the "MultiValue-Database" tag which specifically relates to this NoSQL model.) This is the Pick model, which this year celebrates 50 years of continued use, pre-dating Relational. With this environment, MV fields are natural and easily manipulated by code and queries. Compare this to the contortions required to force an RDBMS to do this as seen in the linked page. I've been working with the Pick model for over 30 years and have clients worldwide. There are several companies that provide versions of this platform. Some folks will remember Prime which is related and integrated with many of these systems. The Caché DBMS is also MultiDimensional by nature and has a built-in Pick implementation as well. There are libraries for using this environment from other languages including Java and those in .NET (C#, VB.NET, C++). Some of the tools have extensions like the Server Explorer which allow for connection to a database and direct queries/manipulation. That answers your question about being able to do this from Visual Studio. One place to start looking for information is PickWiki.com. See also #MultiValue on Twitter. Feel free to contact me for other links to information, communities, downloads, etc.
So I've answered your question about how to manipulate multiple fields in a cell with SQL Server, using arrays and delimited fields. And I've provided information about an alternative using Visual Studio, which is the topic of your question, not using MV with SQL Server which would be more focused. If none of that interests you then the questions need to be more refined, but as-stated all of the questions have been answered. HTH