I think the title speaks for itself. I will describe in detail. You need such a code that will launch a third-party console program and will keep it active, sending and receiving console commands / responses. I searched a lot like CreateProcess is used for this. But something I did not get to understand, ready source codes either do not fit the XE version or, in general, are very old for XP. Maybe you have a working example?

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    Found not a bad article with source code: http://www.delphisources.ru/pages/faq/base/stdin_stdout.html of which there are actually a lot. Prior to this, I was looking for the wrong reason.