uses DdeMan;

procedure TForm1.Button1Click(Sender: TObject);
begin
  with TDDEClientConv.Create(Self) do
  begin
    ConnectMode := ddeManual;
    ServiceApplication := 'explorer.exe';
    SetLink( 'Folders', 'AppProperties');
    OpenLink;
    ExecuteMacro('[FindFolder(, C:\Мои документы)]', False);
    CloseLink;
    Free;
  end;
end;