Para instalar o DevExpress no Delphi XE não é muito difícil, mas é muito trabalhoso. Para diminuir o trabalho salvei um .groupproj na ordem de compilação e instalação.
Primeiro instale o DevExpress.
Download
http://www.4shared.com/file/iP2Ir4SZ/devcl56sde.html
Baixe o arquivo Express.groupproj em : http://www.4shared.com/file/2gsMkX9b/Express.html
Abra o arquivo com o Delphi XE.
Agora vai em Tool/Options
Em Delphi Options - Library
Clique nos três pontinhos para adicionar os path.
Clique no botão da pasta, e adicione :
Primeiro instale o DevExpress.
Download
http://www.4shared.com/file/iP2Ir4SZ/devcl56sde.html
Baixe o arquivo Express.groupproj em : http://www.4shared.com/file/2gsMkX9b/Express.html
Abra o arquivo com o Delphi XE.
Agora vai em Tool/Options
Em Delphi Options - Library
Clique no botão da pasta, e adicione :
\ExpressBars
6\Sources
\ExpressCommon Library\Sources
\ExpressCore Library\Sources
\ExpressDataController\Sources
\ExpressDBTree Suite\Sources
\ExpressDocking Library\Sources
\ExpressEditors Library 3\Sources
\ExpressEditors Library 5\Sources
\ExpressExport Library\Sources
\ExpressFlowChart\Sources
\ExpressGDI+ Library\Sources
\ExpressLayout Control 2\Sources
\ExpressLibrary\Sources
\ExpressMasterView\Sources
\ExpressMemData\Sources
\ExpressNavBar 2\Sources
\ExpressOrgChart\Sources
\ExpressPageControl 2\Sources
\ExpressPivotGrid 2\Sources
\ExpressPrinting System\Sources
\ExpressQuantumGrid 6\Sources
\ExpressQuantumTreeList 5\Sources
\ExpressScheduler 3\Sources
\ExpressSideBar\Sources
\ExpressSkins Library\Sources
\ExpressSpellChecker\Sources
\ExpressSpreadSheet\Sources
\ExpressVerticalGrid\Sources
\XP Theme Manager\Sources
\ExpressCommon Library\Sources
\ExpressCore Library\Sources
\ExpressDataController\Sources
\ExpressDBTree Suite\Sources
\ExpressDocking Library\Sources
\ExpressEditors Library 3\Sources
\ExpressEditors Library 5\Sources
\ExpressExport Library\Sources
\ExpressFlowChart\Sources
\ExpressGDI+ Library\Sources
\ExpressLayout Control 2\Sources
\ExpressLibrary\Sources
\ExpressMasterView\Sources
\ExpressMemData\Sources
\ExpressNavBar 2\Sources
\ExpressOrgChart\Sources
\ExpressPageControl 2\Sources
\ExpressPivotGrid 2\Sources
\ExpressPrinting System\Sources
\ExpressQuantumGrid 6\Sources
\ExpressQuantumTreeList 5\Sources
\ExpressScheduler 3\Sources
\ExpressSideBar\Sources
\ExpressSkins Library\Sources
\ExpressSpellChecker\Sources
\ExpressSpreadSheet\Sources
\ExpressVerticalGrid\Sources
\XP Theme Manager\Sources
Estas pastas estão em C:\Users\seu_usuario\Documents\DevExpress VCL .
Depois é só clicar com o botão direito em cima de Express.groupproj e Compile All, talvez vai dar um erro com o projeto cxIBXAdaptersD15.dproj, é só remover-lo.
Já compilado, clique de novo com o botão direito em build All.
Pronto!!O DevExpress já está instalado no seu Delphi XE.