Over on a Russian Firemonkey site there is a Windows tray icon component for Delphi XE6 Firemonkey. The tray icon component that ships with Delphi is for VCL applications. You can actually use the VCL tray icon in a Firemonkey application by having a VCL form in your Firemonkey project with MonkeyMixer. This tray icon component is a native Firemonkey component and doesn’t require a VCL form though. The component is free and has the following properties: Hint, BalloonTitle, BalloonText, IconBalloonType, Indent, and PopUpMenu. It also contains the following methods: Show, Hide, and ShowBalloonHint. The component actually uses the Windows API so if you are building a cross platform application you’ll have to segment it off in it’s own section or with conditional compilation in order to have your application also run on OSX. The component may also compile in Delphi XE5 and AppMethod.
Update: Also check out a different Firemonkey Windows tray icon component here.