To be able to grab a text from an arbitrary window (and its child windowed controls) on the Windows Desktop, you'll need to play with Windows API calls and Windows Messages. First, or better to say last, when you find that combo box with the current URL in it, you can send a WM_GETTEXT message to that window and pick the text displayed inside. Second, or better to say first, you need to know the exact order of controls that are parents to that URL combo box. Then, you use the FindWindowEx API call in order to retrieve the handle (an integer number that uniquely identifies each control / window) of the child window. Ok, all seems easy, but again how do you know the structure of IEs controls and their parenthood?

Window information to the max
An easy way of finding the hierarchy of controls on any Windows program, is to first grab a (free) tool called WinDowse - an extremely convenient and easy to use tool for obtaining necessary technical information about any window. Place a mouse cursor on a window, and WinDowse will show all parameters of the window and window class including list of parent hierarchy.

Now you know how Delphi guru developers know everything about any application :)

   Locating IE windows

This seems easy. However, note that FindWindow API retrieves the handle to the top-level window. What this means is that if you have multiple instances of IE opened (as you probably have) the function will locate the last activated IE window. Uh, now what?

Windows help! Callback!
Finally, here's the solution: Windows function callbacks. Simply put, a callback function is a routine in your program that Windows calls. A good example of Windows API functions that require callback functions are enumeration functions, like EnumWindows. The EnumWindows function enumerates all top-level windows on the screen by passing the handle of each window. Ha, this is what we need!

Conclusion on how to retrieve the URL from all opened IE windows:

1. Enumerate all top-level windows using the EnumWindows callback (this gives us a Handle)
2. Grab the Caption (Title) of each Window
3. Look only for windows whose class name is "IEFrame"
4. Use the FindWindow provided with the Handle and the Caption to locate the correct IE window
5. Call FindWindowEx several times to locate the ComboBox carying the URL, as it is the child to some parent which is a child to our top-level IEFrame (this is the class name) window
6. Send a message to the ComboBox to retrieve the text inside it
7. Nothing more, really.

I suppose you are more than eager to see the real code...