Help:Dynamic Creation Of TDataSource & TTabe Components

What i want to do is call a function that will create, setup  and return the
required components to be used to open a database. I have created a function
that accepts the file name and dynamically creates and sets the properties of
three components with the calling form as the owner:

   TApollo
   TDataSource
   TTable

Because of the way in which they are related to each other I simply return the
TApollo Component to the calling function and i can access all three
components.

        TApollo
             TApollo.DataSource
             (TApollo DataSource.DataSet As TTable)

but..

Do i have to free the components in the function that created them?