Source:
type
  TMyThreadClass = class(TThread)
  private
    FClient : TSomeClient;
    FMemo : TSomeVCLControl;
    procedure UpdateMemo;
  protected
    s: string;
    procedure Execute;override;
  public
    constructor Create(Host: string; Port: integer; const AMemo: TSomeVCLControl);
  end;


constructor TMyThreadClass.Create(Host: string; Port: integer; const AMemo: TSomeVCLControl);
begin
  inherited Create(True);
  Assert(Assigned(AMemo));

  FClient:= TIdTCPClient.Create(nil);
  FClient.Host:=Host;
  FClient.Port:=Port;
  //copy references to member vars
  FMemo:= AMemo;
  //start thread
  Resume;
end;

procedure TMyThreadClass.Execute;
begin
  try
    FClient.Connect;
    while (not Terminated) and (FClient.Connected) do
    begin
      s:=FClient.Readln;
      Synchronize(UpdateMemo);
    end;
  finally
    FClient.Free;
  end;
end;

procedure TMyThreadClass.UpdateMemo;
begin
  //will be executed within the mainthread
  FMemo.Lines.Append(s);
end;