as used in Delphi

For Delphi you would have to use wyUpdate as a standalone updater. See: http://wyday.com/wybuild/help/silent-checking.php

But you should start with the step-by-step walkthrough: http://wyday.com/wybuild/help/walkthrough.php

It has a video explaining how to use ?

Type the visual studio that shows how to do step by step. Because I did not understand exactly how to use

No, there's no video showing how to use wyUpdate as a standalone updater. Mostly, because it's not needed. You can literally follow the video as-is, and skip the part where it tells you to include the AutomaticUpdater in your app. To launch wyUpdate.exe you double click it. If you want to launch wyUpdate.exe from your app, well, you follow the articles I linked you to.