こんな感じで

void __fastcall TADataModule::NMUDP1DataReceived(TComponent *Sender, int NumberBytes, AnsiString FromIP, int Port)
{
  scoped_array<char> buf(new char[NumberBytes+1]);
  int s = 0;
  TNMUDP& aNMUDP = dynamic_cast<TNMUDP&>(*Sender);
  aNMUDP.ReadBuffer(buf.get(), NumberBytes+1, s);
  buf[s] = 0;
  // ...
}