[Nyctos Kasignete]

Воспользуйтесь функцией ShellExecute, например.

Код:

procedure TForm1.Button1Click(Sender: TObject);
var
  hlpFilePath: string;
begin
  hlpFilePath := ExtractFilePath(Application.ExeName) + 'Manual.html';
  if FileExists(hlpFilePath) then
    ShellExecute(Handle, PChar('Open'), PChar(hlpFilePath), nil,
                 PChar(ExtractFileDir(hlpFilePath)), SW_SHOWNORMAL);
end;