Well if you combine the Direct3D code from Clooties tutorials with the C++ tutorials that are spread all over the web you should be able to figure it out I guess, that's about how I learned Direct3D!

I learned most from this tutorial, however it uses C++ sample code:
http://www.riaz.de/tutorials/d3d.html

However Delphi and C++ are not THAT different when it comes to DirectX/3D, the calls itselfs are almost identically, only differences are some type naming, for example something like:
LPDIRECT3D9 is called something like IDirect3D9 in Clooties headers, which most of the time is the biggest difference. And sometimes certain functions take a pointer in C++ where you can now simply sent a variable to. If you want to use Delphi for game development you'll have to jump back to reading C++ code quite a lot unfortunately, not many tutorials are out there... :-/

If you speak/read German then I can find you a few great Direct3D tutorials, since googling on Direct3D and Delphi came up with a lot of german website hits!


P.S. The DirectX SDK is also a great help sometimes to explain what certain functions do!