Does this support chat conversations ?

I might have overlooked the demos but I can't see any sample which implement a chat similar to the DelphiOpenAI component: GitHub - HemulGM/DelphiOpenAI: OpenAI (and DeepSeek, Azure OpenAI, YandexGPT, Ollama) API wrapper for Delphi. Use ChatGPT, DALL-E, Whisper and other products.
If I'm missing something, could you point me to the right direction in order to add chat history message with different roles (user, system...).
Thank you.

It was not designed with the aim to do full chat conversations, but you could do it by keeping feeding previous answser to the context.
A sort of demonstration was shown here

but in this case we setup the conversation between 2 different LLMs. The same concept could be setup for a conversation between a user and one LLM.

OK. Will you consider it for a future update ? Having a chat functionality in the app with access to tools / MCP servers, similarly to VS Code, would be very useful.
Thanks.

It is on the feature request list for consideration to add direct support for it.