Initialize COM Delphi console application

Project1.dpr

program Project1;

{$APPTYPE CONSOLE}

{$R *.res}

uses
  ActiveX,
  ComObj,
  System.SysUtils,
  Xml.XMLDoc,
  Xml.XMLIntf;
var
  XmlDoc:  IXMLDocument;
begin
  try
    try
      CoInitializeEx(nil,
      ActiveX.COINIT_MULTITHREADED
      );

      XmlDoc := LoadXMLDocument('test.xml');
      XmlDoc._Release;
      XmlDoc := nil;
    except
      on E: Exception do
        Writeln(E.ClassName, ': ', E.Message);
    end;
  finally
    CoUninitialize;
  end;
end.