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se CreateXXXRgn, CombineRgn, SetWindowRgn functions. This is a simple example.

procedure TForm1.FormCreate(Sender: TObject);
var
  h1,h2,h3: HRGN;
begin
  h1:=CreateEllipticRgn(0,0,100,100);
  h2:=CreateEllipticRgn(90,0,190,100);
  h3:=CreateEllipticRgn(180,0,280,100);

  CombineRgn(h1,h1,h2,RGN_OR);
  CombineRgn(h1,h1,h3,RGN_OR);

  SetWindowRgn(Handle,h1,true);

  DeleteObject(h1);
  DeleteObject(h2);
  DeleteObject(h3);
end;