procedure FormCreate(Sender: TObject);
 protected
    procedure WMDropFiles(var Message: TWMDropFiles); message WM_DROPFILES;

uses ShellAPI;
//==============================
procedure TForm1.FormCreate(Sender: TObject);
begin
  DragAcceptFiles(Handle, True);
end;

procedure TForm1.WMDropFiles(var Message: TWMDropFiles);
var
  p: array[0..255] of Char;
  i,count: Integer;
begin
  {先获取拖拽的文件总数}
  count := DragQueryFile(message.Drop, $FFFFFFFF, nil, 0);

  {分别获取文件名}
  for i := 0 to count-1 do
  begin
    DragQueryFile(message.Drop, i, p, SizeOf(p));
    Memo1.Lines.Add(p); {既然知道了文件名, 当然也可以随手打开它}
  end;
end;