Title: Use ProcessMessages function
ProcessMessages interrupts the execution of an application so that Windows can respond to events.
So, if you will remove Application.ProcessMessages(); string from this example, then you will never see 'Some text' string on caption of the form.
procedure TForm1.Button1Click(Sender: TObject);
begin
Caption:='Some text';
Application.ProcessMessages();
Sleep(3000);
Caption:='Form1';
end;