How do I set global hot keys and answer to them?

procedure HotKeyToShortCut(hotkey: Word; Modifier: UInt; var HKeyCtrl: TShortCut);
// convert HotKey value from shortcuts to Hotkey value compatible with TShortCut
var
  Shift: TShiftState;
begin
  Shift := [];
  if (Modifier and MOD_SHIFT) <> 0 then
    Shift := Shift + [ssShift];
  if (Modifier and MOD_CONTROL) <> 0 then
    Shift := Shift + [ssCtrl];
  if (Modifier and MOD_ALT) <> 0 then
    Shift := Shift + [ssAlt];
  HKeyCtrl := ShortCut(HotKey, Shift);
end;

procedure ShortCutToHotKey(HKeyCtrl: TShortCut; var Key: Word; var Modifer: UInt);
// convert THotkey compatible Hotkey to shortcut hotkey.
var
  Shift: TShiftState;
begin
  ShortCutToKey(HKeyCtrl, Key, Shift);
  Modifier := 0;
  if (ssShift in Shift) then
  Modifier := Modifier or MOD_SHIFT;
  if (ssAlt in Shift) then
  Modifier := Modifier or MOD_ALT;
  if (ssCtrl in Shift) then
  Modifier := Modifier or MOD_CONTROL;
end;

// example calls - translate to ShortCut
HotKeyToShortCut(keyComb, Modifier, HotKey1);

// translate ShortCut to HotKey
ShortCutToHotKey(HotKey1, keycomb, modifier);

// to show a ShortCut option in a caption
Label1.Caption := 'Press ' + ShortCutToText(t) + ' to trigger hotkey event.';

var
  keycomb: Word;  // key press.
  Modifier: UINT; // modifier such as any combination of Shift, Alt, Ctrl.
  ExecuteHotKey: Integer;  // key value or message.

// register
  ExecuteHotKey := GlobalAddAtom('ExecuteHotKey');
  RegisterHotKey(Handle, ExecuteHotKey, Modifier, keycomb);

// unregister
  UnRegisterHotKey(Handle, ExecuteHotKey);
  GlobalDeleteAtom(ExecuteHotKey);

  TForm1 = class(TForm)
...
  private
    procedure WMHotKey(var Msg: TWMHotKey); message WM_HOTKEY;

procedure TForm1.WMHotKey(var Msg: TWMHotKey);
begin
  if (msg.HotKey = ExecuteHotKey) then
    begin
  //  do hotkey related things.
    end;
end;