According to http://docwiki.embarcadero.com/VCL/e/index.php/Graphics.TPenStyle you can use psUserStyle
The docs for ExtCreatePen are at http://msdn.microsoft.com/en-us/library/dd162705(VS.85).aspx
Here's my interpretation of how ExtCreatePen is meant to be used in combination with TPen:
const
NumberOfSections = 8;
LineLengths: array[0..NumberOfSections-1] of DWORD =
(20, 15, 14, 17, 14, 8, 16, 9);
var
logBrush: TLogBrush;
begin
logBrush.lbStyle := BS_SOLID;
logBrush.lbColor := DIB_RGB_COLORS;
logBrush.lbHatch := HS_BDIAGONAL; // ignored
Canvas.Pen.Handle := ExtCreatePen(PS_GEOMETRIC or PS_USERSTYLE or PS_ENDCAP_ROUND or PS_JOIN_BEVEL,
4, logBrush, NumberOfSections, @LineLengths[0]);
// now Canvas.Pen.Style = psUserStyle
Canvas.Polyline([Point(0,0), Point(100,100), Point(200, 100)]);
end;