For a complete example, you need to get the Microsoft Video for Windows SDK. The following simple example shows how to open the default video capture device, grab a frame from the device, save a frame from the device to the disk as a .BMP (device independent bitmap) file, record a .AVI file (with sound, but without preview), and close the device. Note: You must have a video capture device installed for this example to work.

Example:
unit Unit ;
interface
uses
  Windows, Messages, SysUtils, Classes, Graphics, Controls, Forms,
   Dialogs, ExtCtrls, StdCtrls;
type
  TForm  = class(TForm)
    Panel : TPanel;
    OpenVideo: TButton;
    CloseVideo: TButton;
    GrabFrame: TButton;
    SaveBMP: TButton;
    StartAVI: TButton;
    StopAVI: TButton;
    SaveDialog : TSaveDialog;
    procedure FormCreate(Sender: TObject);
    procedure OpenVideoClick(Sender: TObject);
    procedure CloseVideoClick(Sender: TObject);
    procedure GrabFrameClick(Sender: TObject);
    procedure SaveBMPClick(Sender: TObject);
    procedure StartAVIClick(Sender: TObject);
    procedure StopAVIClick(Sender: TObject);
  private
    { Private declarations }
    hWndC : THandle;
    CapturingAVI : bool;
  public
    { Public declarations }
  end;
var
  Form : TForm ;
implementation
{$R *.DFM}
const WM_CAP_START                  = WM_USER;
const WM_CAP_STOP                   = WM_CAP_START + 68;
const WM_CAP_DRIVER_CONNECT         = WM_CAP_START +  0;
const WM_CAP_DRIVER_DISCONNECT      = WM_CAP_START +   ;
const WM_CAP_SAVEDIB                = WM_CAP_START + 25;
const WM_CAP_GRAB_FRAME             = WM_CAP_START + 60;
const WM_CAP_SEQUENCE               = WM_CAP_START + 62;
const WM_CAP_FILE_SET_CAPTURE_FILEA = WM_CAP_START +  20;
function capCreateCaptureWindowA(lpszWindowName : PCHAR;
                                 dwStyle : longint;
                                 x : integer;
                                 y : integer;
                                 nWidth : integer;
                                 nHeight : integer;
                                 ParentWin  : HWND;
                                 nId : integer): HWND;
                                 STDCALL EXTERNAL 'AVICAP32.DLL';
procedure TForm .FormCreate(Sender: TObject);
begin
  CapturingAVI := false;
  hWndC := 0;
  SaveDialog .Options :=
    [ofHideReadOnly, ofNoChangeDir, ofPathMustExist]
end;
procedure TForm .OpenVideoClick(Sender: TObject);
begin
  hWndC := capCreateCaptureWindowA('My Own Capture Window',
                                   WS_CHILD or WS_VISIBLE ,
                                   Panel .Left,
                                   Panel .Top,
                                   Panel .Width,
                                   Panel .Height,
                                   Form .Handle,
                                   0);
  if hWndC <> 0 then
    SendMessage(hWndC, WM_CAP_DRIVER_CONNECT, 0, 0);
end;
procedure TForm .CloseVideoClick(Sender: TObject);
begin
  if hWndC <> 0 then begin
    SendMessage(hWndC, WM_CAP_DRIVER_DISCONNECT, 0, 0);
   hWndC := 0;
   end;
end;
procedure TForm .GrabFrameClick(Sender: TObject);
begin
  if hWndC <> 0 then
    SendMessage(hWndC, WM_CAP_GRAB_FRAME, 0, 0);
end;
procedure TForm .SaveBMPClick(Sender: TObject);
begin
  if hWndC <> 0 then begin
    SaveDialog .DefaultExt := 'bmp';
    SaveDialog .Filter := 'Bitmap files (*.bmp)|*.bmp';
    if SaveDialog .Execute then
      SendMessage(hWndC,
                  WM_CAP_SAVEDIB,
                  0,
                  longint(pchar(SaveDialog .FileName)));
  end;
end;
procedure TForm .StartAVIClick(Sender: TObject);
begin
  if hWndC <> 0 then begin
    SaveDialog .DefaultExt := 'avi';
    SaveDialog .Filter := 'AVI files (*.avi)|*.avi';
    if SaveDialog .Execute then begin
       CapturingAVI := true;
       SendMessage(hWndC,
                   WM_CAP_FILE_SET_CAPTURE_FILEA,
                   0,
                   Longint(pchar(SaveDialog .FileName)));
       SendMessage(hWndC, WM_CAP_SEQUENCE, 0, 0);
    end;
  end;
end;
procedure TForm .StopAVIClick(Sender: TObject);
begin
  if hWndC <> 0 then begin
    SendMessage(hWndC, WM_CAP_STOP, 0, 0);
    CapturingAVI := false;
  end;
end;
end.