[NumLock]

Код:

type
  TForm1 = class(TForm)
    Label1: TLabel;
    Label2: TLabel;
    Label3: TLabel;
    Label4: TLabel;
    Label5: TLabel;
    procedure LabelClick(Sender: TObject);
    procedure FormCreate(Sender: TObject);
  private
    { Private declarations }
  public
    { Public declarations }
  end;

procedure TForm1.FormCreate(Sender: TObject);
begin
  Label1.OnClick:=LabelClick;
  Label2.OnClick:=LabelClick;
  Label3.OnClick:=LabelClick;
  Label4.OnClick:=LabelClick;
  Label5.OnClick:=LabelClick;
end;

procedure TForm1.LabelClick(Sender: TObject);
begin
  ShowMessage(TLabel(Sender).Caption);
end;