In QuickOPC 5.32, the COM interfaces of QuickOPC (which is what Delphi uses) are installed by default (the "express installation"), so unless you changed something explicitly during the installation, you should have it installed already.
When you are creating a new project with QuickOPC in Delphi, you need to import the type libraries. For instructions to this, please see the "Concepts" document, and mainly, Chapter 4.4.3 "Importing Type Libraries to Delphi".
There is an example project in Delphi installed with the product. It is accessible from the Start menu (OPC Labs -> QuickOPC 5.3 -> Examples (COM Source Code) -> Object Pascal Examples (Delphi). It leads to a folder where there are OPC "Classic" examples (under Delphi2010 subfolder - not of interest to you currently), and OPC-UA examples (under DelphiXE7 subfolder).
The reconnections should work. I am in email communication with you about a situation where the reconnection appears not being msde.
I do not quite understand the last part question of your question
in Delphi how can i have tags list ?
Do you mean reading/subscribing multiple items? Or is the question about browsing; or something else? - please clarify.