You will need the dll code. You can get it from here or the compiled dll from the attachment section.
In case you download the compiled dll instead of getting the sourcecode and compiling, you will either need to change the delphi demo to point to the right path of the dll, or copy it in the right location in the directory structure of the delphi deme archive.
If you get the source dll, then you will have to copy the delphi demo into the capture directory from the original dll source code archive.
In order to test you will compile both applications (prior to that, compile the dll if you didn't get the compiled version) and then start the bogus applicatoin (which will display the handle in the edit box) then start the demo application, then copy the handle from bogus and paste it into demo and then click on capture.