Update a VCL component from CreateAnonymousThread

It seems which Synchronize cannot be used from a Thread created using CreateAnonymousThread, so the question is : How i can update a VCL component from inside of a Thread created using CreateAnonymousThread?

TThread.CreateAnonymousThread(procedure
 begin
  //do something
  UpdateCompnent();//how I can update a VCL component from here?   
 end
).Start;