Busca ayuda sobre ShellExecute.
Código Delphi
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ShellExecute(Self.Handle, 'open', PChar('codigo.doc'), nil, nil, 0);
ShellExecute(Self.Handle, 'open', PChar('codigo.html'), nil, nil, 0);
...
ShellExecute(Self.Handle, 'open', PChar(DBEdit1.Text), nil, nil, 0);