This example shows, how to run MS Word, open *.doc file and insert some string to this file, save and close document. Don't forget add ComObj in uses chapter.

uses
  ComObj;
...
var
  Word: Variant;
...
procedure TForm1.Button1Click(Sender: TObject);
begin
  Word:=CreateOLEObject('Word.Application');
  Word.Visible:=True;
  Word.Documents.Open(GetCurrentDir+'\Test.doc');
  Word.WordBasic.Insert('Greatis ');
  Word.Documents.Save;
end;

procedure TForm1.Button2Click(Sender: TObject);
begin
  Word.Documents.Close;
end;

Use LoadCursorFromFile procedure to set your cursor in a list of cursores. Use for this Cursors and Cursor properties of TScreen class.

procedure TForm1.FormCreate(Sender: TObject);
const
  MyCursor=1;
begin
  Screen.Cursors[MyCursor]:=LoadCursorFromFile('C:\Shuttle.ani');
  Screen.Cursor:=MyCursor;
end;

Use onNotify event, Notify and NotifyValue properties of MediaPlayer component.

procedure TForm1.MediaPlayer1Notify(Sender: TObject);
begin
  with MediaPlayer1 do
    if NotifyValue = nvSuccessful then
    begin
      Notify := True;
      Play;
    end;
end;

procedure TForm1.Button1Click(Sender: TObject);
begin
  with MediaPlayer1 do
  begin
    Filename:='test.wav';
    Open;
    Play;
  end;
end;

To change sound volume, use WaveOutSetVolume function. A value of 0xFFFF represents full volume, and a value of 0x0000 is silence.

uses mmsystem;

procedure TForm1.Button1Click(Sender: TObject);
var
  MyWaveOutCaps: TWaveOutCaps;
  Volume: Integer;
begin
  Volume:=Scrollbar1.Position;
  if WaveOutGetDevCaps(
    WAVE_MAPPER, 
    @MyWaveOutCaps, 
    sizeof(MyWaveOutCaps))=MMSYSERR_NOERROR then
      WaveOutSetVolume(WAVE_MAPPER, MakeLong(Volume, Volume));
end;