A:

In all cases the RES file must be included in the program's build by adding a line like this:

{$R c:\programs\delphi\MyFile.res}

cursor loading:

const PutTheCursorHere_Dude = 1; {arbitrary number}

procedure stuff;
begin
  screen.cursors[PutTheCursorHere_Dude] := LoadCursor(hInstance, pChar('cursor_1'));
  screen.cursor := PutTheCursorHere_Dude;
end;

Bitmap loading:

with bitbtn1 do
  begin
    glyph.handle := LoadBitmap(hInstance, 'bitmap_2');
    refresh;
  end;

String Lists:  The strings are referenced by number like this:

listbox1.items.add(LoadStr(101));

Note:  You may want to have constants that will replace the hard-coded values and make the code mroe readable.