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Use SetWindowText for changing caption of window, which has caption 'Delphi Help', to 'Super Delphi Help'.

procedure TForm1.Button1Click(Sender: TObject);
var
  MyHandle: THandle;
begin
  MyHandle:=FindWindow(nil, 'Delphi Help');
  SetWindowText(MyHandle, 'Super Delphi Help');
end;