@Renato_souza_delphi, explaining in a very simple way what I had mentioned in the other answer.
In Delphi in the menu bar go to:
- Component / Import / Component.
 
- On the next screen choose the option Import Activex Control.
 
in the next screen locate in the grid: 
 
Select the palette name as you wish I left it as ActiveX.
 
- On the next screen choose the option Install To New Package and finish.
 
- Then check that the component palette you defined earlier was created in Delphi ( step 4 ).
 
- Put in the Form the component 
TWindowsMediaPlayer of this new palette and a Timer setting it up as long as you want. 
Go on the property of TWindowsMediaPlayer and adjust your property Align: alClient.
 
Follow the code below with a simple implementation, in the line of code containing FLista.Add('arquivo.png') replace the string containing the path of the files you want to present.
 
Implementation
unit frmPrincipal;
interface
uses
  Winapi.Windows, Winapi.Messages, System.SysUtils, System.Variants, System.Classes, Vcl.Graphics,
  Vcl.Controls, Vcl.Forms, Vcl.Dialogs, Vcl.OleCtrls, WMPLib_TLB, Vcl.StdCtrls,
  Vcl.ExtCtrls;
type
  TForm1 = class(TForm)
    wm: TWindowsMediaPlayer;
    Timer1: TTimer;
    procedure Timer1Timer(Sender: TObject);
    procedure FormCreate(Sender: TObject);
    procedure FormDestroy(Sender: TObject);
  private
    { Private declarations }
    FIndex: Integer;
    FLista: TStringList;
  public
    { Public declarations }
  end;
var
  Form1: TForm1;
implementation
{$R *.dfm}
procedure TForm1.FormCreate(Sender: TObject);
begin
  FLista :=  TStringList.Create;
  FIndex := 0;
  FLista.Add('arquivo.png');
  Flista.Add('arquivo.mp3');
  Timer1.Enabled := True;
end;
procedure TForm1.FormDestroy(Sender: TObject);
begin
  FreeAndNil( FLista );
end;
procedure TForm1.Timer1Timer(Sender: TObject);
begin
  if FIndex > 1 then
    Exit;
  wm.URL := FLista.Strings[FIndex];
  wm.controls.play;
  Inc(FIndex);
end;
end.
This is a simple example of what you can easily do with the Activex windows media player, there are numerous methods and features that you can implement any doubt is just talk, I could not detail and write a consistent code for lack of time but I hope you have caught the idea.
							
							
						 
@Renato_souza_delphi, I will post the code on the weekend.
– Wellington Silva Ribeiro