Paweł Głowacki from Embarcadero has a blog post up with full demo source code for building a mobile DataSnap client and DataSnap server in Delphi XE6 Firemonkey. The source code is in C++ but it is basically the same in Object Pascal except for the syntax. The client is for Android and IOS but should work on Windows and OSX as well. The demo is for XE6 but should also work relatively the same if you have Delphi XE5 or AppMethod. The server side is created with the DataSnap WebBroker Application wizard and it supports encryption with HTTPS, compression, and even authentication. DataSnap servers can be ISAPI DLLs, stand alone servers, or Apache web brokers. The client started out with the FireMonkey Mobile App – C++Builder wizard and then the DataSnap REST Client Module wizard to build out the connection to the server. It is recommended to do your debugging on the stand alone server and then you can switch to ISAPI or WebBroker for production. The demo is pretty complex so there is a lot more information that the blog post covers in depth.
Or head straight to the source code download for the DataSnap client server demo.