Hi Robert! Welcome back

To change to which component will Asphyre Sphinx 3 render you need to use code similar like this:

I quickly modified code of the Basic example which comes with Asphyre Sphinx 3 so that it renders to Panel1 instead of directly rendering to the MainForm. I have left original code lines as comens so you can easily see what was changed and how.
Code:
procedure TMainForm.OnDeviceInit(Sender: TObject; Param: Pointer;
 var Handled: Boolean);
begin
 //DisplaySize:= Point2px(ClientWidth, ClientHeight);
 DisplaySize:= Point2px(Panel1.ClientWidth, Panel1.ClientHeight);
 //GameDevice.SwapChains.Add(Self.Handle, DisplaySize);
 GameDevice.SwapChains.Add(Panel1.Handle, DisplaySize);
end;