Something

type matrixtyp=array of array of integer;
var mat:matrixtyp;

procedure TForm1.Button1Click(Sender: TObject);
var i,j:integer;
begin
setlength(mat,8,8);
for i:= 0 to 8 do
        begin
        for j:=0 to 8 do
        if ((sg.cells[i,j]) = '') then mat[i,j] := 0 else
        mat[i,j] := strtoint(sg.cells[i,j]);
        end;

end;