Do not know how you get your paragraphs but you'll have to iterate through them, creating a TabSheet and a Memo for each.
procedure TfrmMemo.CreateTabsWithMemo;
var
pgControl: TPageControl;
TabSheet: TTabSheet;
Memo: TMemo;
begin
pgControl := TPageControl.Create(self);
pgControl.Parent := Self;
pgControl.Align := alClient;
//Do this for each paragraph
TabSheet := TTabSheet.Create(pgControl);
TabSheet.PageControl := pgControl;
TabSheet.Caption := Format('Tab %d', [pgControl.PageCount]);
Memo := TMemo.Create(TabSheet);
Memo.Parent := TabSheet;
Memo.Align := alClient;
Memo.Lines.Text := 'Your Paragraph here'
///
end;