Разбор XML, TXMLDocument

Попробуй это:

uses ComObj, MSXML;

procedure TForm1.Button1Click(Sender: TObject);
var
  xml: IXMLDOMDocument;
  node: IXMLDomNode;
  nodes_row, nodes_se: IXMLDomNodeList;
  i, j: Integer;
  url: string;
begin
  // put url or file name
  url := 'http://softez.pp.ua/gg.xml';

  xml := CreateOleObject('Microsoft.XMLDOM') as IXMLDOMDocument;
  xml.async := False;
  xml.load(url); // or use loadXML to load XML document using a supplied string
  if xml.parseError.errorCode <> 0 then
    raise Exception.Create('XML Load error:' + xml.parseError.reason);

  Memo1.Clear;
  nodes_row := xml.selectNodes('/doc/data/row');
  for i := 0 to nodes_row.length - 1 do
  begin
    node := nodes_row.item[i];
    Memo1.Lines.Add('phrase=' + node.selectSingleNode('phrase').text);
    nodes_se := node.selectNodes('search_engines/search_engine/se_url');
    for j := 0 to nodes_se.length - 1 do
    begin
      node := nodes_se.item[j];
      Memo1.Lines.Add('url=' + node.text);
    end;
    Memo1.Lines.Add('--------------');
  end;
end;

Результат:

phrase=key1
url=link1_1
url=link1_2
--------------
phrase=key2
url=link2_1
url=link2_2
--------------

Ссылка на IXMLDOMDocument

Если вы сначала включите эти 3 подпрограммы библиотеки общего назначения....

uses XMLDoc, XMLIntf, xmldom;

function CreateXMLDocument( var Owner1: TComponent): TXMLDocument;
begin
Owner1 := TComponent.Create( nil);
result  := TXMLDocument.Create( Owner1);
result.Options := [doNodeAutoCreate, doNodeAutoIndent, doAttrNull,
                   doAutoPrefix, doNamespaceDecl];
result.DOMVendor := GetDOMVendor( 'MSXML');
end;

function XPATHSelect( const FocusNode: IXMLNode; const sXPath: string): TArray<IXMLNode>;
var
  DomNodeSelect: IDomNodeSelect;
  DOMNode      : IDomNode;
  DocAccess    : IXmlDocumentAccess;
  Doc          : TXmlDocument;
  DOMNodes     : IDOMNodeList;
  iDOMNode     : integer;
begin
SetLength( result, 0);
if assigned( FocusNode) and
   Supports( FocusNode.DOMNode, IDomNodeSelect, DomNodeSelect) then
    DOMNodes := DomNodeSelect.SelectNodes( sXPath);
if not assigned( DOMNodes) then exit;
SetLength( result, DOMNodes.Length);
for iDOMNode := 0 to DOMNodes.Length - 1 do
  begin
  Doc := nil;
  DOMNode := DOMNodes.item[iDOMNode];
  if Supports( DOMNode, IXmlDocumentAccess, DocAccess) then
    Doc := DocAccess.DocumentObject;
  result[ iDOMNode] := TXmlNode.Create( DOMNode, nil, Doc) as IXMLNode;
  end
end;


function XPATHSelectFirst( const FocusNode: IXMLNode; const sXPath: string; var SelectedNode: IXMLNode): boolean;
var
  DomNodeSelect: IDomNodeSelect;
  DOMNode      : IDomNode;
  DocAccess    : IXmlDocumentAccess;
  Doc          : TXmlDocument;
begin
SelectedNode := nil;
if assigned( FocusNode) and
   Supports( FocusNode.DOMNode, IDomNodeSelect, DomNodeSelect) then
  DOMNode := DomNodeSelect.selectNode( sXPath);
if assigned( DOMNode) and
   Supports( DOMNode.OwnerDocument, IXmlDocumentAccess, DocAccess) then
  Doc := DocAccess.DocumentObject;
if Assigned( DOMNode) then
  SelectedNode := TXmlNode.Create( DOMNode, nil, Doc);
result := assigned( SelectedNode)
end;

Тогда более изящным решением будет...

procedure TForm2.btn1Click(Sender: TObject);
const
  DocumentSource =  'http://softez.pp.ua/gg.xml';
var
  Doc: IXMLDocument;
  DocOwner: TComponent;
  RowNode, PhraseNode, UrlNode: IXMLNode;

  procedure PutLn( const LineFmt: string; const Args: array of const);
  begin
  memo2.Lines.Add( Format( LineFmt, Args))
  end;

begin
memo2.Clear;
Doc := CreateXMLDocument( DocOwner);
Doc.LoadFromFile( DocumentSource);
for RowNode in XPATHSelect( Doc.DocumentElement, '//row[phrase]') do
  begin
  if not XPATHSelectFirst( RowNode, 'phrase', PhraseNode) then continue;
  PutLn( 'phrase=%s', [PhraseNode.NodeValue]);
  for UrlNode in XPATHSelect( RowNode, 'search_engines/search_engine/se_url') do
    PutLn( 'url=%s', [UrlNode.NodeValue]);
  PutLn('--------------',[])
  end;
DocOwner.Free;
end;

Это было протестировано на Delphi 2010 и работает отлично.

И на всякий случай вот еще один ответ, если вы не боитесь добавить немного XSLT!

const Transform =
'<?xml version="1.0" encoding="utf-8"?>' +
'<xsl:stylesheet version="1.0" xmlns:xsl="http://www.w3.org/1999/XSL/Transform"> ' +
' <xsl:output method="text" indent="no"/>' +
' <xsl:template match="text()|@*"/>' +
' <xsl:template match="//row">' +
'  <xsl:text>phrase=</xsl:text>' +
'  <xsl:value-of select="phrase"/>' +
'  <xsl:text>&#10;</xsl:text>' +
'  <xsl:apply-templates/>' +
'  <xsl:text>--------------&#10;</xsl:text>' +
' </xsl:template>' +
' <xsl:template match="search_engines/search_engine/se_url">' +
'  <xsl:text>url=</xsl:text>' +
'  <xsl:value-of select="."/>' +
'  <xsl:text>&#10;</xsl:text>' +
' </xsl:template>' +
'</xsl:stylesheet>';


procedure TForm2.btn1Click( Sender: TObject);
const
  DocumentSource =  'http://softez.pp.ua/gg.xml';
var
  Doc, Style: IXMLDocument;
  DocOwner, StyleOwner: TComponent;
  sOut: widestring;
begin
  memo2.Clear;
  Doc := CreateXMLDocument( DocOwner);
  Doc.LoadFromFile( DocumentSource);
  Style := CreateXMLDocument( StyleOwner);
  Style.LoadFromXML( Transform);
  Doc.DocumentElement.TransformNode( Style.DocumentElement, sOut);
  memo2.Lines.Add( sOut);
  DocOwner.Free;  
  StyleOwner.Free
end;