The TWebBrowser component (located on the "Internet" page of the Component Palette) provides access to the Web browser functionality from your Delphi applications. In general, you'll want to enable saving of a web page displayed inside a WebBrowser as a HTML file to a disk.
Saving a web page as a raw HTML
If you only want to save a web page as a raw HTML you would select "Web Page, HTML only (*.htm, *.html)". It will simply save the current page's source HTML to your drive intact. This action will NOT save the graphics from the page or any other files used within the page, which means that if you loaded the file back from the local disk, you would see broken image links.