<<DSQL means? Embedded SQL?>>

the simplest mecahnism is to use embedded SQL (apologies), i.e. SQL used in a file thats then preprocessed.
.e -> .c
However all thats happening with gpre, is that the SQL statements are actually directly converted to the various
isc_ functions and calls as well as the relevant BLR...
So you could write your program at a lower level, but I suggest you create a preprocessed variation first to see whats happening.
DSQL, doesn't enter into it :-)

<<What is the exact name of the SQL we use in Delphi components?>>

Dynamic SQL is when you use the SQLDA or XSQLDA, thats what "compenents" would be using

Regards
Paul