When creating a new project, the IDE automatically creates a main program block in the project file that calls the Run method. When the application is started in response to an HTTP request message, the CGI application's Run method is called. 

After calling the inherited Run method to set up the default error handler and shut down sequence for the application, TCGIApplication's Run method creates the appropriate request and response objects for the HTTP request message that started the CGI application. Run calls the HandleRequest method to pass the request and response on to the dispatcher where the response is filled out and sent. Finally, Run frees the request and response objects. 

TCGIRequest 

TCGIResponse 

TWebDispatcher 

TWinCGIRequest 

TWinCGIResponse 

HandleRequest