If you receive a message with a media file link, you can download the media file using the method DownloadMedia.
oClient := TsgcWhatsApp_Client.Create(nil);
oClient.WhatsappOptions.PhoneNumberId := '107809351952205';
oClient.WhatsappOptions.Token := 'EAAO4OpgZAs98BAGj3nCFGr...ZB2t8mmLB2LRXJkte2Y5PMNh2';
oClient.DownloadMedia('38923878928822', 'c:\whatsapp\media\image.png');
To delete a previously uploaded media file, just call DeleteMedia and pass the object id as argument.