You can't get the name of the item, because it has no name. It has a Caption though, and a SubItems property of type TStrings. All of this can easily be found in the Delphi documentation BTW. Look into TListItem and TListItems classes.
So you could do something like
procedure TFrameAnalyzer.AddEntry(opcode:word;data:Array of byte;direction:byte);
var
Item: TListItem;
s: string;
begin
Item := sListView1.Items.Item[4];
s := Item.Caption + #13#10
+ ' ' + Item.SubItems[0] + #13#10
+ ' ' + Item.SubItems[1];
MessageBox(0, PChar(s), nil, 0);
end;
All error handling omitted, you should certainly not access array properties in this way without checking first that the indices are valid.