The following snippet defines a left border of a width of 20 pixels:
var
Rect: TRect;
begin
SendMessage(Memo1.Handle, EM_GETRECT, 0, LongInt(@Rect));
Rect.Left:= 20;
SendMessage(Memo1.Handle, EM_SETRECT, 0, LongInt(@Rect));
Memo1.Refresh;
end;