I am looking to add the capability for users to write plugins to the program I have developed in Delphi. The program is a single executable with no DLLs used.
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The most universal method of adding plug-in capability is to use COM. A good book to get you started on the road is Delphi Com Programming by Eric Harmon. While it was originally written for Delphi versions 3 through 5, the books contents are still valid with the latest versions of Delphi.
Personally, I have used this technique along with active scripting to allow end user customization.