C and C++ use lib files to provide the "stub" that the linker can use for a DLL function. The actual function implementation is in the DLL. Delphi doesn't use lib files; its external
directive accomplishes the same thing. Therefore, you can usually ignore the "library" requirement in MSDN. The "DLL" requirement is still valid, though.
If the units that come with Delphi don't include an API function you want, then you have a couple of options:
Find someone else's code that declares it for you. A frequent candidate is the Jedi API units.
Declare it yourself.
interface
function SetFileInformationByHandle(
hFile: THandle;
FileInformationClass: TFileInfoByHandleClass;
lpFileInformation: Pointer;
dwBufferSize: DWord
): Bool; stdcall;
implementation
function SetFileInformationByHandle; external 'kernel32';
I don't know whether TFileInfoByHandleClass
is already declared somewhere; you might need to declare that, too. MSDN includes function declarations, but sometimes lacks associated enum and constant values, so it's handy to have the Platform SDK headers nearby (so the download link in your question isn't totally useless).