On the Embarcadero website it says it supports this but I haven't seen no demos or examples that come with Delphi. So if this is a farce which it indeed looks like then I bet we will have to wait till XE9 for a proper CUDA/OpenCL support.
http://edn.embarcadero.com/article/41688
Q: Does FireMonkey allow for use of the GPU for high performance computing (e.g. CUDA or OpenCL)?
A: It can, yes.
So how to do basic CUDA/OpenCL computation with Firemonkey?
You are allowed to use CUDA or OpenCL with FireMonkey.
I mean, FireMonkey is not disabling OpenCL/CUDA when it uses DirectX/OpenGL for rendering.
This is the meaning of the FAQ.
Pure truth. No lie.
(I admit I went to a jesuit university) :)
So you need an OpenCL/CUDA library and compiler. I suspect you can use this open source project, or this one, or write an external CUDA dll with another compiler, more integrated to the CUDA/OpenCL programming. Some sample code here.