Mira en la ayuda el ejemplo de los metodos Add,AddChild de TTreeNodes. No obstante te lo adjunto aqui.
TTreeNode *Node1;
TreeView1->Items->Clear(); // remove any existing nodes
// Add a root node
TreeView1->Items->Add(NULL, "RootNode1");
/* Set MyTreeNode to first node in tree view and add a child node to it */
Node1 = TreeView1->Items->Item[0];
TreeView1->Items->AddChild(Node1,"ChildNode1");
// Add another root node
TreeView1->Items->Add(Node1, "RootNode2");
/* Reset Node1 to RootNode2 and add a child node to it */
Node1 = TreeView1->Items->Item[2];
TreeView1->Items->AddChild(Node1,"ChildNode2");
/* Reset Node1 to ChildNode2 and add a child node to it */
Node1 = TreeView1->Items->Item[3];
TreeView1->Items->AddChild(Node1,"ChildNode2a");
/* Add another child to ChildNode2 following ChildNode2a */
TreeView1->Items->AddChild(Node1,"ChildNode2b");
// add another root node
TreeView1->Items->Add(TreeView1->Items->Item[0], "RootTreeNode3");
Espero que te sirva aunque haya pasado tanto tiempo desde tu consulta.
Saludos