Well, though I can't provide you with a complete procedure to follow, I would suggest looking at
Delphi Basics, specifically
this tutorial and
this tutorial. (They're not specific to your issue, but they deal with linking form objects together.)
As for your issue, if I remember correctly, the best way to do this would be with a radio button group and an image group. I believe there's a "Change" event on the radio button group; you'd write code for that event that tells your image group to use pick a different image to be shown. I don't currently have Delphi around, so I can't give you more specifics, but I think this would be on the right track for you.
(I don't know if this helps immensely, but when Erik posted that, I figured I had to say something....)