Bir tane image componenti eklemek zorundasınız.
procedure TForm1.FormCreate(Sender: TObject);
var
DCDesk: HDC;
begin
DCDesk:=GetWindowDC(GetDesktopWindow);
BitBlt(Image1.Canvas.Handle, 0, 0, Screen.Width, Screen.Height,DCDesk, 0, 0,SRCCOPY);
ReleaseDC(GetDesktopWindow, DCDesk);
end;