The following example demonstrates using DDE to execute Explorer's find file dialog. The example opens the dialog in the Directory "C:\Download".

procedure TForm .Button Click(Sender: TObject);
begin
  with TDDEClientConv.Create(Self) do begin
    ConnectMode := ddeManual;
    ServiceApplication := 'explorer.exe';
    SetLink( 'Folders', 'AppProperties');
    OpenLink;
    ExecuteMacro('[FindFolder(, C:\DOWNLOAD)]', False);
    CloseLink;
    Free;
  end;
end;