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Try to add <b>UrlMon</b> to uses...
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I added UrlMon in uses. This seems doesn't point to my question. &nbsp;What i mean is a part of code in this procedure from old post in the link above. <br />

<pre><code class="code-1 nolinks" id="code-20-42060584-1"><span>procedure URL_OnDownloadProgress(Sender: TDownLoadURL; aProgress, aProgressMax: Cardinal;</span>
<span>            StatusCode: TURLDownloadStatus; StatusText: String; var Cancel: Boolean);</span>
</code></pre>
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<b>Where</b> and <b>HOW</b> i should declare TDownLoadURL and TURLDownloadStatus? Should i have to create a class or something like that?
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Example shows that URL_OnDownloadProgress is procedure - part of TDownloadThread class.<br />
Same way - URL_OnDownloadProgress should be part of yours... <br />
You don't work with a thread class?<br />
TDownLoadURL is class defined in ExtActns unit and this callback procedure (URL_OnDownloadProgress) receive this as a parameter...
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Thank you @Sinisa Vuk. &nbsp;By your explanation, i added &quot;<i>ExtActns</i>&quot;. And there is no more complaint &nbsp;about undeclared &quot;TDownLoadURL and TURLDownloadStatus&quot;. &nbsp; I'll try to digest more as far as i can, because after that i got many other errors in Thread class.
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After some moments, i read back <a href="https://www.experts-exchange.com/members/sinisav.html" rel="ugc">Sinisa Vuk</a> answer, i got great point here. thanks.<br />
Now i create a procedure as a callback / notify event in main thread (main form) to catch message progress from background thread. And i replace UrlMon &nbsp;with &nbsp;TIdHTTP for downloading files. &nbsp;Seems like &nbsp;the work is starting in the right direction. Just a bit stuck at this moment, downloading process always failed. i got message 'file moved permanently from the server'.
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Here, on EE there was a few similar questions...<a href="https://www.experts-exchange.com/questions/23332828/idFTP-download-Progress-Bar-Mutiple-Files.html" rel="ugc">Here</a> or <a href="https://www.experts-exchange.com/questions/22820287/idFTP-upload-progress-in-a-progressbar.html" rel="ugc">here</a> ore <a href="https://www.experts-exchange.com/questions/23286908/Downloaded-files-using-TIdHTTP-INDY-10.html" rel="ugc">here</a> ...
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You guys really help me a lot. &nbsp;Since i prefer to do this on Threaded work (as my reference URL in question already said), Geert Gruwez's answer gives me a precise direction to my question. And Sinisa vuk &nbsp;enlighten me more. Apologize me, if my question seems like unclear before. &nbsp;So i accept &nbsp;Geert Gruwez's answer. &nbsp;Thank you experts. and sorry for my poor English.
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keep in mind you can accept multiple answers to a question<br />
when mutliple people help me in a question, i tend to tick all the answers which were helpfull
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<div class="content wysiwyg-content">
Sorry for a beginner question. I need to make a file downloader using delphi and measure the progress and average download speed. <br />
This old post seems like exactly what i need. &nbsp;<a href="https://www.experts-exchange.com/questions/23867812/How-to-calculate-download-speed.html?anchorAnswerId=22863081#a22863081" rel="ugc">https://www.experts-exchange.com/questions/23867812/How-to-calculate-download-speed.html?anchorAnswerId=22863081#a22863081</a><br />
<br />
&nbsp;Just one problem, i can define &nbsp;where i have to create TDownloadURL and TURLDownloadStatus in this procedure. Can anybody or expert help me?<br />
<br />
//Undeclared identifier: 'TDownLoadURL'. &nbsp;TURLDownloadStatus<br />
procedure URL_OnDownloadProgress(Sen<wbr />der: TDownLoadURL; aProgress, aProgressMax: Cardinal;<br />
&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; StatusCode: TURLDownloadStatus; StatusText: String; var Cancel: Boolean);
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Sorry for a beginner question. I need to make a file downloader using delphi and measure the progress and average download speed. 
This old post seems like exactly what i need.  https://www.experts-exchange.com/questions/23867812/How-to-calculate-download-speed.html#a22863081

 Just one problem, i can define  where i have to create TDownloadURL and TURLDownloadStatus in this procedure. Can anybody or expert help me?

//Undeclared identifier: 'TDownLoadURL'.  TURLDownloadStatus
procedure URL_OnDownloadProgress(Sender: TDownLoadURL; aProgress, aProgressMax: Cardinal;
            StatusCode: TURLDownloadStatus; StatusText: String; var Cancel: Boolean);

File Downloader in Multi threading , Measure Download Speed and progress

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