unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, StdCtrls;

type
  TForm1 = class(TForm)
    Button1: TButton;
    procedure Button1Click(Sender: TObject);
  private
    { Private declarations }
  public
    { Public declarations }
    procedure FormClose(Sender: TObject; var Action: TCloseAction);
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.Button1Click(Sender: TObject);
var
  form :TForm;
begin
  form := TForm.Create(Application);
  form.OnClose := self.FormClose;
  with TLabel.Create(form) do begin
    Parent := form;
    Caption := 'Label 1';
  end;
  form.Show;
end;

procedure TForm1.FormClose(Sender: TObject; var Action: TCloseAction);
begin
  Action := caFree;
end;

end.