Indicates which items are checked.
type TCheckBoxState = (cbUnchecked, cbChecked, cbGrayed);
property State[Index: Integer]: TCheckBoxState;
Description
For each member of the Items array, State indicates 
whether its check box is selected (cbChecked), deselected 
(cbUnchecked), or grayed (cbGrayed). The cbChecked state 
corresponds to the Boolean property Checked; that is, 
State = cbChecked when Checked = True.
To add lines to the CheckListBox:
CheckListBox.Items.Add('Next line');
To put a BitMap next to each string in a CheckListBox:
EXAMPLE:
Here is a typical handler for an OnDrawItem event. 
In the example, a list box with the lbOwnerDrawFixed style 
draws a bitmap to the left of each string.
procedure TForm1.ListBox1DrawItem(Control: TWinControl; Index: Integer;
Rect:TRect;State: TOwnerDrawState);
var
 Bitmap: TBitmap; { temporary variable for the item’s bitmap }
 Offset: Integer; { text offset width }
begin
 with (Control as TListBox).Canvas do { draw on control canvas, not on the form }
 begin
 FillRect(Rect); { clear the rectangle }
 Offset := 2; { provide default offset }
 Bitmap := TBitmap((Control as TListBox).Items.Objects[Index]); { get the bitmap )
 if Bitmap <> nil then
 begin
 BrushCopy(Bounds(Rect.Left + 2, Rect.Top, Bitmap.Width, Bitmap.Height),
 Bitmap, Bounds(0, 0, Bitmap.Width, Bitmap.Height), clRed); {render bitmap}
 Offset := Bitmap.width + 6; { add four pixels between bitmap and text}
 end;
 TextOut(Rect.Left + Offset, Rect.Top, (Control as TListBox).Items[Index]) { display the text }
 end;
end;