As such, you can only create a console app that uses a main() entry point, rather than a Win32 app that uses a WinMain() entry point. Fortunately, there is a workaround in the Registry:

HKEY_CURRENT_USER\Software\Embarcadero\BDS\<version>\Repository\New Console Application (REG_SZ) "ConsoleApp" = "True" or "False"

Set "ConsoleApp" to "True" or "False" to specify the checkbox's default state. By setting it to "False", you can create a console app that uses a WinMain() entry point.