According to this official blog post (How to connect Android Studio with Nox App Player for Android development and debug) it is possible to connect Android Studio with Nox App Player.
Now I can connect Android Studio with Nox App Player but this method does not work for Rad Studio.
I contact Nox support team and ask them for a solution, they told me:
You can connect to Rad Studio by integrating Android development plug-in. Then forward through the command port (nox_adb.exe connect 127.0.0.1:62001) will solve the problem.
In the Rad Studio I set the path to Android SDK, NDK and Java (Tools -> Options -> SDK Manager) but still I can't connect Rad Studio with Nox.
Among many of Android Emulators I tested, the only Emulator that works with Rad Studio is AVD and Nox App Player, other emulators says "Application Does Not Support This Device". [Android Devices Supported for Application Development]
AVD is too slow and sometimes it freezes or hangs and should be restarted but Nox is very fast and powerful.
What should I do to connect Rad Studio with Nox?
As per one of the comments, you need to follow the instructions, here:
http://en.bignox.com/blog/?p=344
You also need to change the Adb location in the SDK properties of the Android SDK options in Delphi. It'll be something like this:
C:\Users\[username]\AppData\Roaming\Nox\bin\nox_adb.exe
where [username] is the logged in username on your system. Then refresh the Target node under the Android target in the project manager in Delphi, and NoxW should appear.
It seems debugging isn't possible with Delphi and nox_adb, but this makes deployment easier