Create a form with Windows API.

program Project1;

uses

  windows, messages;

// Main Window Procedure

function MainWndProc(hWindow: HWND; Msg: UINT; wParam: wParam;

  lParam: lParam): LRESULT; stdcall; export;

var

  ps: TPaintStruct;

begin

  Result := 0;

  case Msg of

    WM_PAINT:

      begin

        BeginPaint(hWindow, ps);

        SetBkMode(ps.hdc, TRANSPARENT);

        TextOut(ps.hdc, 10, 10, 'Hello, World!', 13);

        EndPaint(hWindow, ps);

      end;

    WM_DESTROY: PostQuitMessage(0);

    else

      begin

        Result := DefWindowProc(hWindow, Msg, wParam, lParam);

        Exit;

      end;

  end;

end;

// Main Procedure

var

  wc: TWndClass;

  hWindow: HWND;

  Msg: TMsg;

begin

  wc.lpszClassName := 'YourAppClass';

  wc.lpfnWndProc   := @MainWndProc;

  wc.Style         := CS_VREDRAW or CS_HREDRAW;

  wc.hInstance     := hInstance;

  wc.hIcon         := LoadIcon(0, IDI_APPLICATION);

  wc.hCursor       := LoadCursor(0, IDC_ARROW);

  wc.hbrBackground := (COLOR_WINDOW + 1);

  wc.lpszMenuName  := nil;

  wc.cbClsExtra    := 0;

  wc.cbWndExtra    := 0;

  RegisterClass(wc);

  hWindow := CreateWindowEx(WS_EX_CONTROLPARENT or WS_EX_WINDOWEDGE,

    'YourAppClass',

    'API',

    WS_VISIBLE or WS_CLIPSIBLINGS or

    WS_CLIPCHILDREN or WS_OVERLAPPEDWINDOW,

    CW_USEDEFAULT, 0,

    400, 300,

    0,

    0,

    hInstance,

    nil);

  ShowWindow(hWindow, CmdShow);

  UpDateWindow(hWindow);

  while GetMessage(Msg, 0, 0, 0) do

  begin

    TranslateMessage(Msg);

    DispatchMessage(Msg);

  end;

  Halt(Msg.wParam);

end.