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Deleting TFrame from form at run time
int __fastcall TForm1::AddMapCells(void)
    {
        Num++;
        TFrame1 * MyFrame = new TFrame1(Form1);
        MyFrame->Parent=Form1;
        MyFrame->Name = "TFrame" + IntToStr(Num);
        MyFrame->Top = 23*Num;
        return Num;
    }

void __fastcall TFrame1::CloseButtonClick(TObject *Sender)
{
    // CM_RELEASE is defined in Controls.hpp
    PostMessage(Handle, CM_RELEASE, 0, 0);
}

void __fastcall TFrame1::WndProc(TMessage &Message)
{
    if (Message.Msg == CM_RELEASE)
    {
        delete this;
        return;
    }

    TFrame::WndProc(Message);
}

class TFrame1 : public TFrame
{
private:
    TNotifyEvent FOnClose;
    ...
public:
    ...
    __property TNotifyEvent OnClose = {read=FOnClose, write=FOnClose};
};

void __fastcall TFrame1::CloseButtonClick(TObject *Sender)
{
    if (FOnClose != NULL) FOnClose(this);
    PostMessage(Handle, CM_RELEASE, 0, 0);
}

void __fastcall TFrame1::WndProc(TMessage &Message)
{
    if (Message.Msg == CM_RELEASE)
    {
        delete this;
        return;
    }

    TFrame::WndProc(Message);
}

int __fastcall TForm1::AddMapCells(void)
{
    Num++;
    TFrame1 * MyFrame = new TFrame1(this);
    MyFrame->Parent = this;
    MyFrame->Name = "TFrame" + IntToStr(Num);
    MyFrame->Top = 23*Num;
    MyFrame->OnClose = &FrameClosed;
    return Num;
}

void __fastcall TForm1::FrameClosed(TObject *Sender)
{
    // Sender is the TFrame1 instance whose X button was clicked.
    // It will auto-free itself after this method exits...
}