I don't wanna discourage you, but making a game like PES is a very hard job. Believe, I've once had an attempt at it and it's really not an easy task. Having everything controlled by animation is the easiest way to go, but people will hate the game and still go for FIFA or PES.

But if you still want an answer, here it is. I'm not sure if GLScene has any decent culling mechanism implemented, but the one I'd go for if I were you is, like chronozphere suggested, frustum culling. Here's the implementation I used (whoa, I didn't even know I had such an old code anywhere yet lol):
Code:
{

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}
unit UFrustum;

interface

uses
 // -- Headers --
 dglOpenGL,
 // -- Base Units --
 GeometryBB, VectorGeometry;

const
 Right = 0;
 Left = 1;
 Bottom = 2;
 Top = 3;
 Back = 4;
 Front = 5;

type
 { .: TBrainFrustum :. }
 TBrainFrustum = class(TObject)
 private
  { Private declarations }
  FFrustum: array[0..5] of THmgPlane;
 public
  { Public declarations }
  procedure Calculate();

  function PointInFrustum(V: TAffineVector): Boolean;
  function SphereInFrustum(Sphere: TBSphere): Boolean;
  function BoxInFrustum(Box: TAABB): Boolean;
 end;

implementation

{ TBrainFrustum }

function TBrainFrustum.BoxInFrustum(Box: TAABB): Boolean;
var
 I: Integer;
begin
 Result := False;

 with Box do
  for I := 0 to 5 do
  begin
   if ((FFrustum[I][0] * min[0]) + (FFrustum[I][1] * min[1]) +
    (FFrustum[I][2] * min[2]) + FFrustum[I][3] > 0.0) then
    continue;
   if ((FFrustum[I][0] * max[0]) + (FFrustum[I][1] * min[1]) +
    (FFrustum[I][2] * min[2]) + FFrustum[I][3] > 0.0) then
    continue;
   if ((FFrustum[I][0] * min[0]) + (FFrustum[I][1] * max[1]) +
    (FFrustum[I][2] * min[2]) + FFrustum[I][3] > 0.0) then
    continue;
   if ((FFrustum[I][0] * max[0]) + (FFrustum[I][1] * max[1]) +
    (FFrustum[I][2] * min[2]) + FFrustum[I][3] > 0.0) then
    continue;
   if ((FFrustum[I][0] * min[0]) + (FFrustum[I][1] * min[1]) +
    (FFrustum[I][2] * max[2]) + FFrustum[I][3] > 0.0) then
    continue;
   if ((FFrustum[I][0] * max[0]) + (FFrustum[I][1] * min[1]) +
    (FFrustum[I][2] * max[2]) + FFrustum[I][3] > 0.0) then
    continue;
   if ((FFrustum[I][0] * min[0]) + (FFrustum[I][1] * max[1]) +
    (FFrustum[I][2] * max[2]) + FFrustum[I][3] > 0.0) then
    continue;
   if ((FFrustum[I][0] * max[0]) + (FFrustum[I][1] * max[1]) +
    (FFrustum[I][2] * max[2]) + FFrustum[I][3] > 0.0) then
    continue;
   exit;
  end;
 Result := True;
end;

procedure TBrainFrustum.Calculate;
var
 ProjM, ModM, Clip: array[0..15] of Single;
begin
 glGetFloatv(GL_PROJECTION_MATRIX, @ProjM);
 glGetFloatv(GL_MODELVIEW_MATRIX, @ModM);

 Clip[0] := ModM[0] * ProjM[0] + ModM[1] * ProjM[4] + ModM[2] * ProjM[8] +
  ModM[3] * ProjM[12];
 Clip[1] := ModM[0] * ProjM[1] + ModM[1] * ProjM[5] + ModM[2] * ProjM[9] +
  ModM[3] * ProjM[13];
 Clip[2] := ModM[0] * ProjM[2] + ModM[1] * ProjM[6] + ModM[2] * ProjM[10] +
  ModM[3] * ProjM[14];
 Clip[3] := ModM[0] * ProjM[3] + ModM[1] * ProjM[7] + ModM[2] * ProjM[11] +
  ModM[3] * ProjM[15];
 Clip[4] := ModM[4] * ProjM[0] + ModM[5] * ProjM[4] + ModM[6] * ProjM[8] +
  ModM[7] * ProjM[12];
 Clip[5] := ModM[4] * ProjM[1] + ModM[5] * ProjM[5] + ModM[6] * ProjM[9] +
  ModM[7] * ProjM[13];
 Clip[6] := ModM[4] * ProjM[2] + ModM[5] * ProjM[6] + ModM[6] * ProjM[10] +
  ModM[7] * ProjM[14];
 Clip[7] := ModM[4] * ProjM[3] + ModM[5] * ProjM[7] + ModM[6] * ProjM[11] +
  ModM[7] * ProjM[15];
 Clip[8] := ModM[8] * ProjM[0] + ModM[9] * ProjM[4] + ModM[10] * ProjM[8] +
  ModM[11] * ProjM[12];
 Clip[9] := ModM[8] * ProjM[1] + ModM[9] * ProjM[5] + ModM[10] * ProjM[9] +
  ModM[11] * ProjM[13];
 Clip[10] := ModM[8] * ProjM[2] + ModM[9] * ProjM[6] + ModM[10] * ProjM[10] +
  ModM[11] * ProjM[14];
 Clip[11] := ModM[8] * ProjM[3] + ModM[9] * ProjM[7] + ModM[10] * ProjM[11] +
  ModM[11] * ProjM[15];
 Clip[12] := ModM[12] * ProjM[0] + ModM[13] * ProjM[4] + ModM[14] * ProjM[8] +
  ModM[15] * ProjM[12];
 Clip[13] := ModM[12] * ProjM[1] + ModM[13] * ProjM[5] + ModM[14] * ProjM[9] +
  ModM[15] * ProjM[13];
 Clip[14] := ModM[12] * ProjM[2] + ModM[13] * ProjM[6] + ModM[14] * ProjM[10] +
  ModM[15] * ProjM[14];
 Clip[15] := ModM[12] * ProjM[3] + ModM[13] * ProjM[7] + ModM[14] * ProjM[11] +
  ModM[15] * ProjM[15];

 FFrustum[Right][0] := Clip[3] - Clip[0];
 FFrustum[Right][1] := Clip[7] - Clip[4];
 FFrustum[Right][2] := Clip[11] - Clip[8];
 FFrustum[Right][3] := Clip[15] - Clip[12];
 NormalizePlane(FFrustum[Right]);

 FFrustum[Left][0] := Clip[3] + Clip[0];
 FFrustum[Left][1] := Clip[7] + Clip[4];
 FFrustum[Left][2] := Clip[11] + Clip[8];
 FFrustum[Left][3] := Clip[15] + Clip[12];
 NormalizePlane(FFrustum[Left]);

 FFrustum[Bottom][0] := Clip[3] + Clip[1];
 FFrustum[Bottom][1] := Clip[7] + Clip[5];
 FFrustum[Bottom][2] := Clip[11] + Clip[9];
 FFrustum[Bottom][3] := Clip[15] + Clip[13];
 NormalizePlane(FFrustum[Bottom]);

 FFrustum[Top][0] := Clip[3] - Clip[1];
 FFrustum[Top][1] := Clip[7] - Clip[5];
 FFrustum[Top][2] := Clip[11] - Clip[9];
 FFrustum[Top][3] := Clip[15] - Clip[13];
 NormalizePlane(FFrustum[Top]);

 FFrustum[Back][0] := Clip[3] - Clip[2];
 FFrustum[Back][1] := Clip[7] - Clip[6];
 FFrustum[Back][2] := Clip[11] - Clip[10];
 FFrustum[Back][3] := Clip[15] - Clip[14];
 NormalizePlane(FFrustum[Back]);

 FFrustum[Front][0] := Clip[3] + Clip[2];
 FFrustum[Front][1] := Clip[7] + Clip[6];
 FFrustum[Front][2] := Clip[11] + Clip[10];
 FFrustum[Front][3] := Clip[15] + Clip[14];
 NormalizePlane(FFrustum[Front]);
end;

function TBrainFrustum.PointInFrustum(V: TAffineVector): Boolean;
var
 I: Integer;
begin
 Result := False;
 for I := 0 to 5 do
  if (FFrustum[I][0] * V[0] + FFrustum[I][1] * V[1] + FFrustum[I][2] * V[2] +
   FFrustum[I][3] <= 0.0) then
   exit;
 Result := True;
end;

function TBrainFrustum.SphereInFrustum(Sphere: TBSphere): Boolean;
var
 I: Integer;
begin
 Result := False;
 for I := 0 to 5 do
  if (FFrustum[I][0] * Sphere.Center[0] + FFrustum[I][1] * Sphere.Center[1] +
   FFrustum[I][2] * Sphere.Center[2] + FFrustum[I][3] <= -Sphere.Radius) then
   exit;
 Result := True;
end;

end.
To use it, every object on the scene must have a bounding box calculated. Then you can use the BoxInFrustum function to check if a box is inside the viewing frustum. If it is, then it should be displayed. If it's not, hide it.

Calculating the frustum should be done using the Calculate method every time a camera is updated (i.e. moved). It's no use calculating the frustum every frame, because there may be moments when camera is static and it's pointless to re-calculate it.