질문의 정확한 의도를 모르겠네요..
MDI폼을 사용하시겠다는건지..

unit Unit1;

interface

uses
Windows, Messages, SysUtils, Classes, Graphics, Controls, Forms, Dialogs;

type
TForm1 = class(TForm)
procedure FormCreate(Sender: TObject);
procedure FormDestroy(Sender: TObject);
private
{ Private declarations }
H: HWND;
oh: HWND;
public
{ Public declarations }
end;

var
Form1: TForm1;

implementation

{$R *.DFM}

procedure TForm1.FormCreate(Sender: TObject);
begin
H := FindWindow('Progman', nil);
H := FindWindowEx(H, 0, 'SHELLDLL_DefView', nil);
oh := Windows.GetParent(H);
Windows.SetParent(H, self.Handle);
end;

procedure TForm1.FormDestroy(Sender: TObject);
begin
Windows.SetParent(H, oh);
end;

end.


수고하셔요.