TXLSWorksheet.ApplyAutoFilter. To apply criteria to an existing range object, call IXLSRange.Autofilter(Field, Criteria) on the target range
Workbook := TXLSWorkbook.Create;
try
Sheet := Workbook.Sheets[1];
Sheet.SetAutoFilter('A1:C5');
Workbook.SaveAs('filtered.xls', xlExcel97);
finally
Workbook.Free;
end;