Hello leniz,
for problems like this you should kindly post a piece of your code, as i
think you've just started coding

Anyway, things to check are:

-Sprite.Visible := True;

-Sprite.Z must be higher than the tiled map Z (in case you used TBackgroundSprite)

-Try to init your sprites elsewhere like in DXDrawInitialize or FormCreate
or whatever

-Finally have a look to the samples coming with (un)DelphiX, there's much
to learn from

Hope this helps!