uses
  ... Variants,MSHTML,ActiveX;

var Cache: string;
    V: OleVariant;
    Doc: IHTMLDocument2;
begin
  ...

  Cache := IdHTTP.Get(url);
  Doc := coHTMLDocument.Create as IHTMLDocument2; // create IHTMLDocument2 instance
  V := VarArrayCreate([0,0],varVariant);
  V[0] := Cache;
  Doc.Write(PSafeArray(TVarData(v).VArray)); // write data from IdHTTP

  // Work with Doc
end;