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?