How to do a table with top corner removed

You can use \cline{i-j} to draw a line from column i to column j; however, I would like to suggest you the booktabs package to design your tables; your table with and without booktabs:

\documentclass{article}
\usepackage{booktabs}
\usepackage{array}

\begin{document}

\noindent\begin{tabular}{*{9}{|c}|}
\cline{3-8}
\multicolumn{2}{c}{}&\multicolumn{3}{||c||}{Dimensions finies}&\multicolumn{3}{|c||}{   Dimensions brutes}\\
\hline
Identification & Qté & Long.&Larg.& Épais.& Long.& Larg.& Épais. &PMP\\
\hline
Dessus & $1$ & $46$ & $28$ & $6/4$& & & & \\
\hline
Pattes & $4$ & $37\frac{1}{2}$ & $3$ & $2$& & & & \\
\hline
\end{tabular}

\vspace{20pt}

\noindent\begin{tabular}{@{}c*{7}{c}c@{}}
\toprule
& &\multicolumn{3}{c}{Dimensions finies}&\multicolumn{3}{c}{Dimensions brutes}\\
\cmidrule(r){1-2}\cmidrule(lr){3-5}\cmidrule(lr){6-8}\cmidrule(l){9-9}
Identification & Qté & Long.&Larg.& Épais.& Long.& Larg.& Épais. &PMP\\
\cmidrule(r){1-1}\cmidrule(lr){2-2}\cmidrule(lr){3-3}
\cmidrule(lr){4-4}\cmidrule(lr){5-5}\cmidrule(lr){6-6}
\cmidrule(lr){7-7}\cmidrule(lr){8-8}\cmidrule(l){9-9}
Dessus & $1$ & $46$ & $28$ & $6/4$& & & & \\
\midrule
Pattes & $4$ & $37\frac{1}{2}$ & $3$ & $2$& & & & \\
\bottomrule
\end{tabular}

\end{document}

As you can see, there's really no need for the vertical rules and the table now looks much better than before.

For completeness, here's how to adequately align the vertical and horizontal rules in your code snippet:

\documentclass[twocolumn]{article}
\usepackage{xfrac}% http://ctan.org/pkg/xfrac
\usepackage[utf8]{inputenc}% http://ctan.org/pkg/inputenc
\begin{document}
\begin{tabular}{|c|cc|c|c||c|c|c||c|}
  \cline{3-8}
  \multicolumn{2}{c}{} & \multicolumn{3}{||c||}{Dimensions finies} & \multicolumn{3}{c||}{Dimensions brutes} \\
  \hline
  Identification & Qté & \multicolumn{1}{||c|}{Long.} & Larg. & Épais. & Long.& Larg.& Épais. & PMP \\
  \hline
  Dessus & $1$ & \multicolumn{1}{||c|}{$46$} & $28$ & $6/4$& & & & \\
  \hline
  Pattes & $4$ & \multicolumn{1}{||c|}{$37\sfrac{1}{2}$} & $3$ & $2$& & & & \\
  \hline
\end{tabular}
\end{document}

The double vertical rule was added to the beginning of the third column rather than a shared vertical between the second and third.

---

Alternatively, consider this representation that uses a 1pt vertical rule (as opposed to two .4pt vertical rules with some gap):

\documentclass[twocolumn]{article}
\usepackage{xfrac}% http://ctan.org/pkg/xfrac
\usepackage{array}% http://ctan.org/pkg/array
\usepackage[utf8]{inputenc}% http://ctan.org/pkg/inputenc
\begin{document}
\begin{tabular}{|c|c!{\vrule width 1pt}c|c|c!{\vrule width 1pt}c|c|c!{\vrule width 1pt}c|}
  \cline{3-8}
  \multicolumn{2}{c!{\vrule width 1pt}}{} & 
  \multicolumn{3}{c!{\vrule width 1pt}}{Dimensions finies} & 
    \multicolumn{3}{c!{\vrule width 1pt}}{Dimensions brutes} \\
  \hline
  Identification & Qté & Long. & Larg. & Épais. & Long.& Larg.& Épais. & PMP \\
  \hline
  Dessus & $1$ & $46$ & $28$ & $6/4$& & & & \\
  \hline
  Pattes & $4$ & $37\sfrac{1}{2}$ & $3$ & $2$& & & & \\
  \hline
\end{tabular}
\end{document}