You can use a TEurekaLogEvents component. It is very similar to the standard TApplicationEvents component. Just drop it on the form:
Then switch to "Events" tab and create / assign the desired handler:
Important Note: Dropping TEurekaLogEvents component on your form(s) is not enough to enable EurekaLog for your application! You have to configure EurekaLog.
Note: Event handlers registered via TEurekaLogEvents component will be active only when corresponding form is live (created). Such handlers will not be called before form is created or after it was destroyed. For this reason you may want to register your event handlers via code.
Important Note: If you are going to change EurekaLog's settings from your event handler - be sure to alter local options (AExceptionInfo.Options), not global options (CurrentEurekaLogOptions). See this article for explanation.