[ecfisa]

Hola FENIXadr.

Tenes que desprotejer la clase TPanel, luego escribir y asignar los eventos:

Ejemplo:

Código Delphi [-]
type
  TPanel = class(ExtCtrls.TPanel);
  TForm1 = class(TForm)
    Panel1: TPanel;
    procedure FormShow(Sender: TObject);
  private
    procedure Panel1KeyDown(Sender: TObject; var Key: Word; Shift: TShiftState);
    procedure Panel1KeyPress(Sender: TObject; var Key: Char);
    procedure Panel1KeyUp(Sender: TObject; var Key: Word; Shift: TShiftState);
  public
 end;
...
interface
procedure TForm1.Panel1KeyDown(Sender: TObject; var Key: Word; Shift: TShiftState);
begin
  ShowMessage('Panel1 OnKeyDown');
end;

procedure TForm1.Panel1KeyPress(Sender: TObject; var Key: Char);
begin
  ShowMessage('Panel1 OnKeyPress');
end;

procedure TForm1.Panel1KeyUp(Sender: TObject; var Key: Word; Shift: TShiftState);
begin
  ShowMessage('Panel1 OnKeyUp');
end;

procedure TForm1.FormShow(Sender: TObject);
begin
  Panel1.OnKeyDown:= Panel1KeyDown;
  Panel1.OnKeyPress:= Panel1KeyPress;
  Panel1.OnKeyUp:= Panel1KeyUp;
end;
...

Un saludo.