There are several ready-made implementations of components for viewing lists of files and / or directories.

SPCDirectoryListBox, SPCFileListBox (by M. Besschetnov) - lists of directories and files based on a simple list box.

BAPFileBrowser (by A. Bartov) - almost ready-made file browser window, just paste it on the form and use it.

DirTreeView (I am the author, if I am not mistaken) - a tree for viewing (and selecting) directories on the disk.

KOLDirMon (mine again) - viewing the contents of a directory with tracking changes on the disk and automatically updating the contents.