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Enumerate TWebRequest HTTP header fields
TIdHTTPAppRequestHelper = class helper for TIdHTTPAppRequest
  public
    function GetRequestInfo: TIdEntityHeaderInfo;
  end;

  implementation

  function TIdHTTPAppRequestHelper.GetRequestInfo: TIdEntityHeaderInfo;
  begin
    Result := FRequestInfo;
  end;

procedure Twm.wmWebActionItem1Action(Sender: TObject; Request: TWebRequest;
                 Response: TWebResponse; var Handled: Boolean);
var
  HeadersCount: Integer;
  I: Integer;
  sw: TStreamWriter;
begin
  Response.ContentType := 'text/plain';
  Response.ContentStream := TMemoryStream.Create;
  sw := TStreamWriter.Create(Response.ContentStream);
  try
    HeadersCount := TIdHTTPAppRequest(Request).GetRequestInfo.RawHeaders.Count;
    for I := 0 to HeadersCount - 1 do
      sw.WriteLine(TIdHTTPAppRequest(Request).GetRequestInfo.RawHeaders.Names[I]);
  finally
    sw.Free;
  end;
  Handled := True;
end;