unit Unit1;

interface

uses
 Winapi.Windows, Winapi.Messages, System.SysUtils, System.Variants, System.Classes, Vcl.Graphics,
 Vcl.Controls, Vcl.Forms, Vcl.Dialogs, Vcl.ExtCtrls, Vcl.StdCtrls;

type

 TPanel = class(Vcl.ExtCtrls.TPanel)
 published
   property OnKeyDown;
 end;

 TForm1 = class(TForm)
   pnl1: TPanel;
   procedure FormCreate(Sender: TObject);
 private
   procedure OnPanelKeyDown(Sender: TObject; var Key: Word;
   Shift: TShiftState);
 public
   { Public declarations }
 end;

var
 Form1: TForm1;

implementation

{$R *.dfm}

{ TForm1 }

procedure TForm1.FormCreate(Sender: TObject);
begin
 pnl1.OnKeyDown := OnPanelKeyDown;
 pnl1.TabStop := true;
end;

procedure TForm1.OnPanelKeyDown(Sender: TObject; var Key: Word;
   Shift: TShiftState);
begin
  Caption := '!!!!';
end;

end.