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