// ...
type
  TMyDockForm = class(TCustomDockForm)
    procedure FormHide(var X: TMessage); message WM_CLOSE;
    procedure FormShow(var X: TMessage); message WM_SHOWWINDOW;
  end;

type
  TMyForm = class(TForm)
    DockedPanel: TPanel;
    procedure FormCreate(Sender: TObject);
   // ...
  end;

procedure TMyForm.FormCreate(Sender: TObject);
begin
  DockedPanel.FloatingDockSiteClass := TMyDockForm;
end;

procedure TMyDockForm.FormHide(var X: TMessage);
begin
  inherited;
   // ...
end;

procedure TMyDockForm.FormShow(var X: TMessage);
begin
  inherited;
   // ...
end;
// ...