MessageDlg('Choose a button:', System.UITypes.TMsgDlgType.mtInformation,
    [
      System.UITypes.TMsgDlgBtn.mbYes,
      System.UITypes.TMsgDlgBtn.mbNo,
      System.UITypes.TMsgDlgBtn.mbCancel
    ], 0,
    procedure(const AResult: TModalResult)
    begin
      if AResult = mrYES then
         ShowMessage('You chose Yes') else
      if AResult = mrNo then
         ShowMessage('You chose No') else
      if AResult = mrCancel then
         ShowMessage('You chose Cancel');
    end);