Sorry,
I think my problem with OpenGL is more than I have imagined. Now neither the 4f nor 3f colors won't work! Ironically the only thing I need now is simple transparent surfaces! I think it is easier to design a new engine rather use opengl for this.
Even with the provided example of opengl component (with 3f colors). it mess up the depth and colors of the cube.
glClearColor(1.0, 1.0, 1.0, 1.0);
glClear(GL_COLOR_BUFFER_BIT or GL_DEPTH_BUFFER_BIT);
glMatrixMode(GL_PROJECTION);
glLoadIdentity();
gluPerspective(45.0, double(width) / height, 0.1, 100.0);
glMatrixMode(GL_MODELVIEW);
glLoadIdentity();
glTranslatef(0.0, 0.0,-6.0);
glRotatef(cube_rotationz, cube_rotationx, cube_rotationy,1);
glBegin(GL_QUADS);
glColor3f(0.0,1.0,0.0); // Set The Color To Green
glVertex3f( 1.0, 1.0,-1.0); // Top Right Of The Quad (Top)
glVertex3f(-1.0, 1.0,-1.0); // Top Left Of The Quad (Top)
glVertex3f(-1.0, 1.0, 1.0); // Bottom Left Of The Quad (Top)
glVertex3f( 1.0, 1.0, 1.0); // Bottom Right Of The Quad (Top)
glEnd();
glBegin(GL_QUADS);
glColor3f(1.0,1.0,0.0); // Set The Color To Orange
glVertex3f( 1.0,-1.0, 1.0); // Top Right Of The Quad (Bottom)
glVertex3f(-1.0,-1.0, 1.0); // Top Left Of The Quad (Bottom)
glVertex3f(-1.0,-1.0,-1.0); // Bottom Left Of The Quad (Bottom)
glVertex3f( 1.0,-1.0,-1.0); // Bottom Right Of The Quad (Bottom)
glEnd();
glBegin(GL_QUADS);
glColor3f(1.0,0.0,0.0); // Set The Color To Red
glVertex3f( 1.0, 1.0, 1.0); // Top Right Of The Quad (Front)
glVertex3f(-1.0, 1.0, 1.0); // Top Left Of The Quad (Front)
glVertex3f(-1.0,-1.0, 1.0); // Bottom Left Of The Quad (Front)
glVertex3f( 1.0,-1.0, 1.0); // Bottom Right Of The Quad (Front)
glEnd();
glBegin(GL_QUADS);
glColor3f(1.0,1.0,0.0); // Set The Color To Yellow
glVertex3f( 1.0,-1.0,-1.0); // Bottom Left Of The Quad (Back)
glVertex3f(-1.0,-1.0,-1.0); // Bottom Right Of The Quad (Back)
glVertex3f(-1.0, 1.0,-1.0); // Top Right Of The Quad (Back)
glVertex3f( 1.0, 1.0,-1.0); // Top Left Of The Quad (Back)
glEnd();
glBegin(GL_QUADS);
glColor3f(0.0,0.0,1.0); // Set The Color To Blue
glVertex3f(-1.0, 1.0, 1.0); // Top Right Of The Quad (Left)
glVertex3f(-1.0, 1.0,-1.0); // Top Left Of The Quad (Left)
glVertex3f(-1.0,-1.0,-1.0); // Bottom Left Of The Quad (Left)
glVertex3f(-1.0,-1.0, 1.0); // Bottom Right Of The Quad (Left)
glEnd();
glBegin(GL_QUADS);
glColor3f(1.0,0.0,1.0); // Set The Color To Violet
glVertex3f( 1.0, 1.0,-1.0); // Top Right Of The Quad (Right)
glVertex3f( 1.0, 1.0, 1.0); // Top Left Of The Quad (Right)
glVertex3f( 1.0,-1.0, 1.0); // Bottom Left Of The Quad (Right)
glVertex3f( 1.0,-1.0,-1.0); // Bottom Right Of The Quad (Right)
glEnd();
Speed := double(OpenGLControl1.FrameDiffTimeInMSecs)/10;
cube_rotationx += 1.2 * Speed;
cube_rotationy += 1 * Speed;
cube_rotationz += 1 * Speed;
OpenGLControl1.SwapBuffers;
end;