Yes, of course, TMS Sphinx uses TMS Aurelius under the hood as the database layer, so all TMS Aurelius supported databases are also supported by TMS Sphinx.
In the specific case of Mark's example, you have Module.Sphinx.Server.pas file which is data module containing the Sphinx Server and the database connection represented by the acSphinx component which is a TAureliusConnection.
Just change the TAureliusConnection settings properly to point to another database/component set, as explained here: