var
  myLabel: TLabel;
  i:integer;

procedure TForm1.Button1Click(Sender: TObject);
begin
  myLabel:=TLabel.Create(Form1);
  with myLabel do
  begin
    Left:=30+ 20*i;
    Top:=50;
    Caption:= IntToStr(1+random(4));
    Font.Name:='Arial';
    Font.Size:=15;
    Parent:=Form1;
  end;
  inc(i);
end;

procedure TForm1.FormCreate(Sender: TObject);
begin
  i:=0;
  randomize;
end;

라벨대신 다른 컨트롤을 이용한다면.. 방법을 또 달라지겠죠.