This example will add all selected files to a TMemo:

for i:=0 to JamShellList.SelectedFiles.Count-1 do
Memo.Lines.Add(JamShellList.SelectedFiles[i]);

The second example adds the file README.TXT (if present) to the selected files in the TJamShellList:

JamShellList.SelectedFiles.Add('README.TXT');