Можно так
Код
FILE *fp;
fp = fopen("C:\\aaa.bin", "wb");
fwrite(&(DateTimePicker1->DateTime), sizeof(DateTimePicker1->DateTime), 1, fp);
fclose(fp);
fp = fopen("C:\\aaa.bin", "rb");
TDateTime dt;
fread(&dt, sizeof(dt), 1, fp);
DateTimePicker1->DateTime = dt;