Poser un dxSkinController sur le DataModule, virer le NativeStyle, choisir une skin.

Dériver la fiche principale de TdxRibbonForm (use dxRibbonForm)
Poser un dxRibbon
SupportNonClientDrawing = true

Sur le OnSkinChanged du dxRibbonSkinChooser :

procedure TFMain.dxSkinChooserGalleryItem1SkinChanged(Sender: TObject;
  const ASkinName: string);
begin
  DM.dxSkinController1.NativeStyle := False;
  DM.dxSkinController1.SkinName := ASkinName;
  dxSkinChooserGalleryItem1.LargeGlyph := dxSkinChooserGalleryItem1.SelectedGroupItem.Glyph;
  //must set ColorSchemeName separately
  //see http://www.devexpress.com/Support/Center/p/S20045.aspx
  dxRibbon1.ColorSchemeName := ASkinName;
  with TRegistry.Create do
  Try
    if OpenKey('\Software\Cat\ProgName',True) then Begin
      WriteString('SkinName',ASkinName);
      CloseKey;
    end;
  finally
    Free;
  end;
end;

Et dans le Main.OnFormShow :

with TRegistry.Create do
Try
  if OpenKey('\Software\Cat\Progname',False) then Begin
    DM.dxSkinController1.SkinName:=ReadString('SkinName');
    dxRibbon1.ColorSchemeName := DM.dxSkinController1.SkinName;
    CloseKey;
  end;
finally
  Free;
end;