If you are developing a 64-bit application, you have to be aware of specifics of working with client libraries at design-time and run-time. To connect to a MySQL database at design-time, you must have its 32-bit client library. You have to place it to the C:\Windows\SysWOW64 directory. This requirement flows out from the fact that RAD Studio XE2 is a 32-bit application and it cannot load 64-bit libraries at design-time. To work with a MySQL database in run-time (64-bit application), you must have the 64-bit client library placed to the C:\Windows\System32 directory.
Since there is no need to install client library for the DIRECT mode, the specifics of developing applications that use MyDAC as data access components, depends exclusively on peculiarities of each target platform.