Abrir arquivos com aplicativo associado

Inclua a unit SHELLAPI na clausula uses do seu form.

procedure TForm1.ExecFile(F: String);
var
r: String;
begin
case ShellExecute(Handle, nil, PChar(F), nil, nil, SW_SHOWNORMAL) of
ERROR_FILE_NOT_FOUND: r := 'The specified file was not found.';
ERROR_PATH_NOT_FOUND: r := 'The specified path was not found.';
ERROR_BAD_FORMAT: r := 'The .EXE file is invalid (non-Win32 .EXE or error in .EXE image).';
SE_ERR_ACCESSDENIED: r := 'Windows 95 only: The operating system denied access to the specified file.';
SE_ERR_ASSOCINCOMPLETE: r := 'The filename association is incomplete or invalid.';
SE_ERR_DDEBUSY: r := 'The DDE transaction could not be completed because other DDE transactions were being processed.';
SE_ERR_DDEFAIL: r := 'The DDE transaction failed.';
SE_ERR_DDETIMEOUT: r := 'The DDE transaction could not be completed because the request timed out.';
SE_ERR_DLLNOTFOUND: r := 'Windows 95 only: The specified dynamic-link library was not found.';
SE_ERR_NOASSOC: r := 'There is no application associated with the given filename extension.';
SE_ERR_OOM: r := 'Windows 95 only: There was not enough memory to complete the operation.';
SE_ERR_SHARE: r := 'A sharing violation occurred.';
else
Exit;
end;
ShowMessage(r);
end;

Utilize a função assim: 

procedure TForm1.Button1Click(Sender: TObject);
begin
ExecFile('c:\windows\ladrilhos.bmp');
end;