Here is a minimal, safe configuration for Indy 9 when using OpenSSL 0.9.8 (legacy servers):
What are you connecting to? (API, Mail, FTP?) Delphi 7 Indy 9 Could Not Load Ssl Library
If you download the latest OpenSSL 3.x or even 1.1.x binaries and drop them into your System32 folder, Indy 9 will look at them, sniff, and throw the exact same "Could not load" error. Here is a minimal, safe configuration for Indy
Once you have the correct DLLs, you need to integrate them into your project. Here is a minimal
Select the TIdHTTP component and navigate to the Object Inspector.