To use FANN with C++ Builder, just compile the main C source code into a library using the standard Makefile, then link your project with that library. (There is no specific C++ Builder project file for doing this, but we do include project files for Visual Studio.) Generating libraries and linking to them is a standard process for writing C/C++ programs which is often explained in introductory books.
Although not necessary, you can also use the C++ wrappers (see http://leenissen.dk/fann/forum/viewtopic.php?t=190
For stock forecasting, see the below recent thread:
Time series prediction is generally done using recurrent networks. The algorithms for time series prediction are not in the library yet, but they will be soon!