If your application is compiled with runtime packages, no additional actions are needed because runtime packages use only one memory manager, always. You just need to specify the memory manager of your choice once, preferably in the main application code as the first unit in the uses list. All the other runtime packages do not require modifications, they'll use the correct memory manager automatically, whatever that memory manager is.
If your app is compiled without runtime packages then every dll has its own memory manager. By default they all use their default memory managers, and if I'm not mistaken, it's a sharing MM, that is, you can transfer strings for example to and from dlls. If you want to replace the default MM with another sharing one, you'll need to include new memory manager as the first unit in the uses list in EVERY dll or exe you want to work together.
The difference is that with runtime packages sharing occurs at the package level. Even non-sharing MM will be shared. Without runtime packages every DLL uses a separate MM, and it's only when those separate memory managers cooperate that you get sharing.
My opinion is that unless your app interacts with dlls really closely (read: has forms and components in dlls), the best approach is not to rely on having sharing memory manager at all, but to manage your memory properly, keeping track of who creates what and deleting objects in the same library where you instantiated them. It's not hard. Just return interfaces instead of objects, return shortstrings (fixed-length) or copy the data into the provided buffer instead of returning strings, and so on. Do not return things that will be freed by the caller, don't accept things that the callee will have to free, and you'll be basically safe. Not only this solves all the possible memory manager problems, it also lets you write dlls in any language.