There are unfortunately bugs wrt C++Builder XE2 packages and we're waiting for this to be fixed.
As a temporary solution, please compile the Delphi package and then add the compiled package via IDE menu Component, Install packages.
If you do not have the Delphi personality in the IDE, compile with the command line compiler:
dcc32 -B -JL -I="yourlibpath" IW12TMSDXE2.dpk