By chance, someone at Embarcadero posted a code snippet to do exactly this two days ago.
If you are using XE4, look in the Samples, and you can find one (sorry, not sure of the name) where the final code is:
This uses the XE4 FireMonkey framework and a class helper written by David Clegg, available in the sample.
If you are using an older version of FireMonkey, you can use the rather more cumbersome code:
function SharedApplication: UIApplication;
Result := TUIApplication.Wrap(TUIApplication.OCClass.sharedApplication);
procedure TForm2.Button1Click(Sender: TObject);
(Attribution: Code snippets all copied from the linked blog post.)
There is also a very old forum post from the early days of FireMonkey showing how to tackle these problems in general (basically, string <-> NSString <-> NSURL), and while it's a bit out of date - as you can see by the above code, FireMonkey has matured greatly - it may give some insight into the underlying reason for the code.