Message Handling in Delphi

Delphi allows you to define your own messages which'll then be posted on the Windows message queue and then handled by your own custom handler in your application.

Define your own custom message
Each message must have a unique id. The constant WM_USER is defined (in the Messages unit) as the first message number available for application use.

const WM_TEST_MESSAGE = WM_USER + 0;
WM_HELLO_MESSAGE = WM_USER + 1;

These messages should be defined in the interface section of the unit containing the form that will be handling them. Alternately, to guarantee that all messages are unique within an application consider defining all your messages together in a single unit.
WM_USER is fine for internal application messages.
Use WM_APP for messages between applications.
Use the RegisterMessage API call if you need a message number that is guaranteed to be unique in a system.

Define a handler for the message
To add a message handler to a form, define a procedure that takes an argument of type TMessage and add the directive "message" with the message id that the procedure is to handle.

For example:
type TMyForm = class(TForm) .
private
procedure OnTestMessage(var Msg: TMessage); message WM_TEST_MESSAGE ;
procedure OnHelloMessage(var Msg: TMessage); message WM_HELLO_MESSAGE ;
.
.
Send the message
To send a message use either:
PostMessage (hWnd: HWND; Msg: UINT; wParam: WPARAM; lParam: LPARAM): BOOL;
or
SendMessage (hWnd: HWND; Msg: UINT; wParam: WPARAM; lParam: LPARAM): BOOL;
both of which are defined in the Windows unit. Both of these will append the message to the end of the application's Windows message queue. The difference between them is that SendMessage will not return until the message has been handled, whereas PostMessage will return straight away.

Pass data via messages
The additional parameters wParam and lParam provide a mechanism to pass some additional information along with the message. Both of these parameters are defined as type Integer. At the recipient end the values can be extracted from the message by simply referencing the WParam and LParam members of TMessage.

Note: The technique described here is suited for sending data from a thread to the main process (or form) of the application. The wParam and lParam members are ideally suited for passing integer data, but can also be used to pass objects, for example:
SendMessage(LinkCheckForm.Handle,WM_HELLO_MESSAGE,Integer(self),0);
and at the recipient end:
procedure TMyForm.OnHelloMessage(var Msg: TMessage);
var myObject: TMyClass;
begin myObject := TMyClass(msg.WParam);
...
You must ensure that the pointer being sent is still valid when it is used by the recipient. A simple approach is to use SendMessage rather than PostMessage. Consider if you use PostMessage and then free the object being sent, the recipient may pick up the
reference to the object after it has been freed - at best this will be a source of difficult to find bugs, at worst it may crash your program.