I have not tested it, but you'll probably need to implement your own TSocketHandler class that can deal with named pipes. You can use that in the TFPHTTPClient either by overriding GetSocketHandler or by setting OnGetSocketHandler.
Please note that from what I've read the named pipe is only accessible if your application is running with elevated privileges, so if you want your application to run as a normal user you must use an ordinary network connection instead.