The Component Synedit, will solve your problem. I currently use inclusive to sql, but has support for various languages, such as:c++, java, Cobol, js, php, etc..
How to use Synmemo: 
After installing the component, note that two new tabs will appear Synedit and Synedit Highlighters, then go to the first tab and add the component TSynMemo in his form, as well as a TMemo, after this done, go to the second tab and select the component to do the Highlighter in your TSynMemo, in his case the TSynSQLSyn, and add to Form.
Add the Tsynmemo Highlighter property that is in your Form, the TSynSQLSyn, and will be working already.
You can also change the colors, bold, italic, etc, of Highlighter, directly in the component TSynSQLSyn.
Editing:
As a paid option, we have the TAdvMemo, produced by TMS Software, with support for Delphi 7, 2007, 2009, 2010, XE, XE2, XE3, XE4, XE5, XE6, XE7, XE8 and 10 Seattle.
I performed the test and the way to use is equal, but the nomenclature changes, so:  
How to use Advmemo: 
After installing the component, note that a Tab will appear TMS MEMO, then add the component TAdvMemo in his form, as well as a TMemo, after doing this, go to the tab and select the component to do the Highlighter on your TAdvMemo, in his case the AdvSQLMemoStyler, and add to Form.
Add to the Tsynmemo Syntaxstyle property that is in your Form, the TSynSQLSyn, and will be working already.
							
							
						 
Where this text will be displayed?
– Laerte
Currently the user is writing in Tmemo. The output of the text is what least interests us understand, we have Tmemo, Trich etc etc...
– Junior Moreira