Using the file base TWebUpdate demo app :

The demo supposes the availability of the files
WUAPP.INF and WUAPP.EXE_NEW in the directory C:\NewApp

WUPAPP.INF is the control file with the update instructions
WUAPP.EXE_NEW is the new application executable

To run the demo :

Unzip the WUAPP.EXE demo anywhere on the harddisk.
Create a new directory C:\NewApp
Move files WUAPP.INF and WUAPP.EXE_NEW to the directory C:\NewApp
Run WuApp.exe from anywhere on the harddisk and press "Update Me"
The WuApp.exe will be replaced by the new version.

