//**Working code**

TMyEnum = (meFirst, meSecond, meThird);
TMySet = set of TMyEnum;
TStrArr = TArray<STRING>;

function MySetToStrings(MySet: TMySet): TStrArr;
var
  i: TMyEnum;
begin
  SetLength(Result,0);
  // one way to iterate
  for i := Low(i) to High(i) do
    if i in MySet then
      Result := Result + [GetEnumName(TypeInfo(TMyEnum), Ord(i))]
end;

// call to above method

var set1 : TMySet;
var arr : TStrArr;
var s : String;

set1 := [meFirst, meSecond, meThird];
arr := MySetToStrings(set1);
for s in arr do ShowMessage(s);

更新(更改问题后)：

TYPE TCharSet = SET OF AnsiChar;
TYPE TCharArr = TArray<AnsiChar>;

FUNCTION CharSetToCharArr(CONST CharSet : TCharSet) : TCharArr;
  VAR
    C : AnsiChar;

  BEGIN
    SetLength(Result,0);
    FOR C IN CharSet DO Result:=Result+[C]
  END;

您的MySet将返回以下内容：

CharSetToCharArr(MySet) = ['F','L','P']

也就是说。包含3个元素的字符数组，按该顺序排列的是‘F’、‘L’和‘P’(它们将始终按ANSI的顺序排列，因为集合没有“顺序”的概念)。

您可以使用CHAR函数将集合中的每个元素转换为CHAR。因此，代码可能是这样的：

procedure TForm1.Button1Click(Sender: TObject);
type
  TCharSet = set of AnsiChar;
const
  North = 'F';
  Pay = 'P';
  Lynk = 'L';
var
  MySet: TCharSet;
  myArr: Array of Char;
  c: AnsiChar;
  i: Integer;
begin
  MySet := [North, Pay, Lynk];

  i := 0;
  for c in MySet do
  begin
    SetLength(myArr, Length(myArr)+1);
    myArr[i] := Char(c);
    i := i + 1;
  end;

  for i := 0 to Length(myArr)-1 do
    ShowMessage(myArr[i]);
end;