Using a DataModule is the preferred way but you have another possiblility: Add a Panel (or similar component) aligned to your preferred border with its Visible property set to False. Use that panel to drop the non-visual components and the rest of the form to design your UI, as shown in the attached image.
At run-time the panel will be invisible (and you can even destroy it in the form's OnCreate event handler) but at design-time it provides a convenient place to keep those components so thet they don't clutter the "normal" UI.
Of course, if you have a gazillion such components this won't work; this is what happens usually in DB-driven applications, hence the name of (and, beyond other issues, the need for) the special TDataModule, which despite the name can indeed host whatever component you throw into it.