There are at least 3 ways to create an http link on your form, i'll describe 2 of them here.
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First, you need to create a button/label/whatever, then you'll have this procedure...
procedure Tform1.Button1Click(Sender: TObject);
const
csOLEObjName = 'InternetExplorer.Application';
var
IE : Variant;
begin
IE := CreateOleObject( csOLEObjName );
IE.Visible := true;
IE.Navigate('http://www.mzsoft.cn);
end;
the unit that u'll need for this application should be automatically added to the Uses if not, just add Uses ComOBJ there but this only works if you have internet explorer installed.
the SECOND method should work regardless of your browser:
ShellExecute(0,'open','http://www.mzsoft.cn,'','',SW_SHOWNORMAL);
for this one, you'll need to have Uses ShellAPI
the third method, consists of simply downloading a component that has http link, and adding it to your form, but that's up to you to look for one