Yes, the following example disables the close button (and close option from the system menu) of the given Window.

procedure TForm .Button Click(Sender: TObject);
var
  hwndHandle : THANDLE;
  hMenuHandle : HMENU;
begin
  hwndHandle := FindWindow(nil, 'Untitled - Notepad');
  if (hwndHandle <> 0) then begin
    hMenuHandle := GetSystemMenu(hwndHandle, FALSE);
    if (hMenuHandle <> 0) then
      DeleteMenu(hMenuHandle, SC_CLOSE, MF_BYCOMMAND);
  end;
end;