var
 W: OleVariant;

W := CreateOleObject( 'Word.Document' );

 TWordSink = class(TBaseSink)
 private
 protected
   function DoInvoke (DispID: Integer; const IID: TGUID; LocaleID: Integer;
     Flags: Word; var dps : TDispParams; pDispIds : PDispIdList;
     VarResult, ExcepInfo, ArgErr: Pointer): HResult; override;
 public
   constructor Create;  virtual;
   constructor CreateConnected(pSource : IUnknown);  virtual;
 end;

constructor TWordSink.Create;
begin
 inherited Create;
 FSinkIID := DocumentEvents;
end;

constructor TWordSink.CreateConnected(pSource: IInterface);
begin
 Create;
 Connect( pSource );
end;

function TWordSink.DoInvoke(DispID: Integer; const IID: TGUID;
 LocaleID: Integer; Flags: Word; var dps: TDispParams; pDispIds: PDispIdList;
 VarResult, ExcepInfo, ArgErr: Pointer): HResult;
begin
  Result := DISP_E_MEMBERNOTFOUND;
  case DispId of
     4: ShowMessage( 'Document New' );
     5: ShowMessage( 'Document Open' );
     6: ShowMessage( 'Document Close' );
  end;
end;

procedure TForm1.Button1Click(Sender: TObject);
var
 Doc: DocumentEvents;
 WordSink: TWordSink;
begin
  Doc := CreateOleObject( 'Word.Document' ) as DocumentEvents;
  WordSink := TWordSink.CreateConnected( Doc );
end;