There is an algorithm called A* that solves that problem... however I have never worked with it yet, so I have no idea how it works exactly, BUT I think we have a tutorial on that in the Tutorials & Articles forum...

check this:

http://terraqueous.f2o.org/dgdev/viewtopic.php?t=348


NOTE : I wouldn't use TImage objects to make a game, it's possible, but it's also a memory sucker! If you don't want to use OpenGL / DirectX use the Canvas, it gives you a lot more control over your characters and your game and it uses a lot less memory!

P.S. Your English is not bad btw!