Well, actually I know I can communicate with the window itself, the plane GUI, through it's message pump, but let's say I want to call a COM exposed function in the Delphi DLL that produced and maintains that window? I would first somehow have to determine the module that owns the window.
Communications to the Delphi side are minimal: you are now hosted, your host ID is x, can you close, you must close, etc. The rest of the time I will expose my host as a COM object the Delphi code can more easily talk to.
Since this is in process, and since you have a window available, you can send a user defined message to request the COM object. And then you are all set.