ForexConnectAPI and Delphi: how do I make COM events work?

Hello,

I'm trying to use the ForexConnectAPI with Delphi. I'm able to login and to use almost any COM function, but I'm not able to get any event from the COM. For example: (Session) LoginFailed, RequestFailed, etc. or (Offers Table) Changed, Added, Deleted and so on.
I read a lot of hints and discussions about this issue but none that explain from the beginning to the end how to implement the relative interfaces with Delphi neither a full working example.
I'm familiar with Delphi but not an expert, so I don't have the knowledge to create a full set of interfaces to make the COM events work.

Could someone help me?

Thanks