procedure TForm4.ComboBox1Change(Sender: TObject);
var
i:integer;
Menu1,MItem:TMenuItem;
begin
for i := 0 to TreeView1.Items.Count-1 do
 begin
  if TreeView1.Items.Item[i].Level=0 then
   begin
   Menu1:=TMenuItem.Create(MainMenu1);
   Menu1.Caption:=TreeView1.Items.Item[i].Text;
   MainMenu1.Items.Add(Menu1);
   end;
   if TreeView1.Items.Item[i].Level<>0 then
    begin
    MItem:=TMenuItem.Create(MainMenu1);
    MItem:=NewItem(TreeView1.Items.Item[i].Text, TextToShortCut('F1'), false, true, a1Click, 0, MItem.Caption);
    Menu1.Add(MItem);
    end;
     end;
end;

TreeView1.LoadFromFile();

MItem:=NewItem(TreeView1.Items.Item[i].Text, TextToShortCut('F1'), false, true, a1Click, 0, MItem.Caption);

procedure TForm4.a1Click(Sender: TObject);
begin
//Пока пусто
end;

Showmessage(Sender.toString);