You can use the SetPrinter method of TPrinter to change the port. The following example demonstrates changing the port to print to a file.

Example:
uses Printers;
{$IFNDEF WIN32}
 const MAX_PATH =  44;
{$ENDIF}
procedure TForm .Button Click(Sender: TObject);
var
  pDevice : pChar;
  pDriver : pChar;
  pPort   : pChar;
  hDMode : THandle;
  PDMode : PDEVMODE;
begin
  if PrintDialog .Execute then begin
    GetMem(pDevice, cchDeviceName);
    GetMem(pDriver, MAX_PATH);
    GetMem(pPort, MAX_PATH);
    Printer.GetPrinter(pDevice, pDriver, pPort, hDMode);
    Printer.SetPrinter(pDevice, PDriver, 'FILE:', hDMode);
    FreeMem(pDevice, cchDeviceName);
    FreeMem(pDriver, MAX_PATH);
    FreeMem(pPort, MAX_PATH);
    Printer.BeginDoc;
    Printer.Canvas.TextOut( 00,  00, 'Delphi Is RAD!');
    Printer.EndDoc;
  end;
end;