function GetCustomComponentCaptions: TCustomComponentCaptions;
begin
  Result.Add('btUnApply', 'Unapprove');
  Result.Add('btApply', 'Approve');
  Result.Add('EExitSaveDataExistsChanges', 'There are some unsaved changes. Continue?');
  .....
end;

procedure SetCustomComponentCaptions (ACaptions: TCustomComponentCaptions);
var
  i: Integer;
begin
  inherited;
  for i := 0 to Length(ACaptions) - 1 do
    begin
      if ACaptions[i].ComponentName = 'btUnApply' then
        FUnApplyCaption := ACaptions[i].Caption;
      if ACaptions[i].ComponentName = 'btApply' then
        FApplyCaption := ACaptions[i].Caption;
      if ACaptions[i].ComponentName = 'EExitSaveDataExistsChanges' then
        FExitSaveDataExists := ACaptions[i].Caption;		
  ..
end;

[TCustomComponentCaptionAttribute('btUnApply', 'Unapprove')]
FUnApplyCaption: string;
[TCustomComponentCaptionAttribute('btApply', 'Approve')]
FApplyCaption: string;
[TCustomComponentCaptionAttribute('EExitSaveDataExistsChanges', 'There are some unsaved changes. Continue?')]
FExitSaveDataExists: string;