There is only one class you need to use: ThumbDB.
The ThumbDB constructor takes a string with the full path and filename of the thumbs.db file you want to read.
public string[] GetThumbFiles()
public byte[] GetThumbData(string filename)
public Image GetThumbnailImage(string filename)
...
Maybe someone here can help you translate the whole from C# to delphi ...and maybe as said above release it for everyone else to use.
http://www.experts-exchange.com/Programming/Programming_Platforms/Win_Prog/Q_20822626.html