As with any other file that you want to open with its associated program, you can
ShellExecute(Handle, 'open', PointerToProgram, PointerToFile, nil, SWFlag);
In your case, this gives:
AProgram := 'c:\windows\control.exe';
AFile := 'c:\windows\system\desk.cpl';
ShellExecute(Handle, 'open', PChar(AProgram), PChar(AFile), nil, SW_SHOW);
SW_SHOW means: show the window, as opposed to SW_HIDE.
You can find more info in DelphiLand's source code section (just click the navigation
button "Source snips") under "Running an external application".