icon communicating with application

You mean in the system tray:
Place 3 buttons for Add, Delete and modify the Icon in the TaskBar.
        Place a Popup menu with some items and write the following code:

        uses ShellAPI;
        .
        var IconData :TNotifyIconData;
        ..
        procedure TForm1.bbAddClick(Sender: TObject);
        begin
          with IconData DO
          begin
            cbSize := SizeOf(IconData);
            uFlags := NIF_ICON OR NIF_TIP OR NIF_MESSAGE;
            uID := 0;
            Wnd := Handle;
            szTip := 'This is my Application'+#0;
            hIcon := Application.Icon.Handle;
            uCallBackMessage := WM_USER+$10;
          end;
          if Shell_NotifyIcon(NIM_ADD,@IconData) then MessageBeep(0);
        end;

        procedure TForm1.bbModifyClick(Sender: TObject);
        begin
          with IconData do
          begin
            szTip := 'app is modified'+#0;
            hIcon := LoadIcon(0,IDI_ASTERISK);
          end;
          if Shell_NotifyIcon(NIM_MODIFY,@IconData) then MessageBeep(0);
        end;

        procedure TForm1.bbDeleteClick(Sender: TObject);
        begin
          if Shell_NotifyIcon(NIM_DELETE,@IconData) then MessageBeep(0);
        end;

        procedure TForm1.WndProc(var MyMessage: TMessage);
        var CursorPos: TPoint;
        begin
          IF MyMessage.Msg = WM_USER+$10 THEN
          CASE MyMessage.LParam OF
          WM_RBUTTONUP :
          BEGIN
            GetCursorPos(CursorPos);
            PopupMenu1.Popup(CursorPos.X, CursorPos.Y);
          END;
          WM_LBUTTONDBLCLK :
          ShowMessage('This is my application');
          END;
          INHERITED WndProc(MyMessage);
        end;

This answer appears in other qustion already. i made this but when i click at the icon, nothing heappens. Please, i want more dettails about it.

make sure to write

TForm1= ....
   PROCEDURE WndProc(var MyMessage: TMessage); OVERRIDE; //IMPORTANT... if you don't override, nothing will happen...

Did that solve the problem?

As Holger says, Did you write override?