Once you have PageControl1: TPageControl on your form you can do:
with TTabSheet.Create(self) do
begin
Parent:=PageControl1;
// here you can set other parameters
end;
for creating new page and
PageControl1.ActivePage.Free;
or
PageControl1.Pages[PageControl1.PageIndex].Free;
for deleting active page
or
PageControl1.Pages[i].Free;
i can be one of your pages.