Under delphi there are lots of ways of embedding media etc into the exe. Take a look at www.Torry.net for relevant components. They 'usually' consist of a component you drop onto a form, then add the files to them, and update your code to pull the data from a stream rather than an actual file (most things in the delphi world have a loadfromstream method as well as loadfromfile).
Glscene goes one better and implements file redirection to help with this, not entirely sure of the method as I hijacked it and put my own in (if you havn't guessed the stuff in my footer is written in delphi and uses GLscene as its core rendering engine).
I am a little confused about what you are trying to do, and the your facts are a little off too.. OpenGL doesn't need a new version every time a new graphics card comes out, and GLscene is actively developed, you just need to download the changes from SVN (full packaged versions are less common, but that's never caused me a problem).
Glscene goes one better and implements file redirection to help with this, not entirely sure of the method as I hijacked it and put my own in (if you havn't guessed the stuff in my footer is written in delphi and uses GLscene as its core rendering engine).
I am a little confused about what you are trying to do, and the your facts are a little off too.. OpenGL doesn't need a new version every time a new graphics card comes out, and GLscene is actively developed, you just need to download the changes from SVN (full packaged versions are less common, but that's never caused me a problem).