We include a copy of the unit fmxUtils found in the borland demo folder: C:\Program Files\Borland\Delphi6\Demos\Doc\Filmanex. Replace Delphi6 with whatever version number you're using.
Then we call ExecuteFile like this
ExecuteFile(FileNameWithPath,'','' ,sw_ShowMaximized);
All you need is the name of the file with path, and the fourth parameter, which could also be one of these:
SW_SHOWNORMAL
SW_SHOWMINIMIZED
SW_SHOWMAXIMIZED
SW_SHOWNOACTIVATE
SW_SHOW
SW_MINIMIZE
SW_SHOWMINNOACTIVE
SW_SHOWNA
SW_RESTORE = 9;
ExecuteFile is really just a wrapper for ShellExecute(), which you could call instead (it has two more parameters, and I've never tried to use it).