The Transaction property value points to a transaction object. The SQL command will be prepared and executed in the context of this transaction. The Transaction property value must be specified before Prepare call. If a value is not specified, then command will use default transaction object, specified at TADCustomConnection.Transaction or internal connection transaction object. 

Note, at moment only Interbase / Firebird driver supports assignment of transaction to the command.

property Transaction: TADCustomTransaction;

Managing Transactions, TADTransaction, TADCustomConnection.Transaction