i'm very interested on this topic!

some years ago i read some tutorial and i made a model for quake (the first one ).

i used 3d studio, starting from a a cube as told Traveler, than for texture i used id software tools. The worst was exporting frame per frame (.3ds files)

i think that use your model on your own app should be very cool but i really dunno nothing about 3D + delphi.