Sure, just use the onMouseMove Event of TDxdraw.

Here's some sample code

[pascal]var mouseX, mouseY : word;
(...)
procedure TForm1.DXTimer1Timer(Sender: TObject; LagCount: Integer);
begin
dxdraw1.Surface.fill(0);
Dxdraw1.Surface.Canvas.TextOut(10,10,'('+inttostr( mouseX)+','+inttostr(mouseY)+')');
dxdraw1.Surface.Canvas.Release;

dxdraw1.flip;
end;

procedure TForm1.DXDraw1MouseMove(Sender: TObject; Shift: TShiftState; X,
Y: Integer);
begin
mouseX := x;
mouseY := y;
end;
[/pascal]