uses
 ShlObj, ClipBrd;
procedure CopyFilesToClipboard(FileList: string);
var
 DropFiles: PDropFiles;
 hGlobal: THandle;
 iLen: Integer;
begin
 iLen := Length(FileList) + 2;
 FileList := FileList + #0#0;
 hGlobal := GlobalAlloc(GMEM_SHARE or GMEM_MOVEABLE or GMEM_ZEROINIT,
  SizeOf(TDropFiles) + iLen);
 if (hGlobal = 0) then raise Exception.Create('Could not allocate memory.');
 begin
  DropFiles := GlobalLock(hGlobal);
  DropFiles^.pFiles := SizeOf(TDropFiles);
  Move(FileList[1], (PChar(DropFiles) + SizeOf(TDropFiles))^, iLen);
  GlobalUnlock(hGlobal);
  Clipboard.SetAsHandle(CF_HDROP, hGlobal);
 end;
end;
// Example, Beispiel:
procedure TForm1.Button1Click(Sender: TObject);
begin
 CopyFilesToClipboard('C:\Bootlog.Txt'#0'C:\AutoExec.Bat');
end;