while not rs.eof do  
begin  
  PhotoStream := TBytesStream.Create;  
  vImageName := rs.fieldbyname('imagename').ToString;  
  try  
    if RequestStream('get', 'test03', vImageName, vMsg, PhotoStream) then  
    begin  
      PhotoStream.Position := 0;  
      PhotoStream.SaveToFile(vImageName);  
      ImageEnMView.LoadFromFileOnDemand(vImageName, True);  
      TFile.Delete(vImageName); // When to delete it? 
    end;  
  finally  
    PhotoStream.Free;  
  end;  
  rs.next;  
end;

// After image has loaded, delete the file
procedure TForm1.ImageEnMView1ImageLoaded(Sender: TObject; Idx: Integer);
var
  fn: string;
begin
  fn := ImageEnMView1.ImageFilename[ Idx ];
  DeleteFile( fn );
end;