IBM 1141 seems to be already part of Windows NT starting with Windows 2000 at least. Just ask system administrator to install it via Control Panel / Windows Components.
http://msdn.microsoft.com/en-us/library/windows/desktop/dd317756.aspx
Then, depending on your Delphi version you can
- use TEncoding class
 
- use 
AnsiString wich specified codepage (assign UnicodeString aka string from it) and/or use SetCodePage procedure 
- use Win32 API 
MultiByteToWideChar to convert PAnsiChar to UTF-16, then convert it back to 1252 
- using libraries like 
Jedi CodeLib that have readymade wrapper, doing the #3 flip-flop in one call.  
Notice, please, that you should not expect ALL the characters to be mapped between those charsets. Some rare characters like control codes and diacritics may be present only in one of the charsets, and be missed from its counterpart. WideCharToMultiByte function mentions this specifically.
Alternative approaches (not necessary successful) may include:
- Aforementioned 
JCL.sf.net has it's own JclUnicode unit, that may have it's own built-in map instead of relying on Windows-provided map. I don't remember if IBM1141 is included or not though. 
IBM Classes for Unicode may include those codepages as well (or may not, but probably they would). Has anyone used ICU with Delphi? 
iconv library started on UNIX systems, but with porting of IDEs like CodeTyphon/Lazarus back to Windows they should have libiconv ported to Windows (probably as part of MSYS project) and contain Pascal headers for it. Try installing downloading CodeTyphon and see if you can re-use its libiconv units in Delphi.