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Host-side USB implementation is device independent, as long as the device operates according to the USB specifications. For a custom USB device, a custom USB host-side driver is required before interfacing is possible. Alternatively, the USB device could be designed according to the guidelines of a specific device class, where there are already built-in drivers in windows (I assume). Interfacing would mean communicating with the USB host-side driver, using either ReadFile/WriteFile or IOCTL requests. I do not know Delphi but the basic idea is as such.
The easiest way to interface to a USB device is a USB-to-Serial convertor, the most famous being the FTDI chips. It basically involves the installation of a VCP, where your USB port connection would look exactly like a COM port. On the device side, you are receiving serial data too. However, the transfer rates to be expected are also standard RS232 transfer rates.