@John Kouraklis
Finally got it to work, below are the steps.
1. Download Angry Port Scanner from Google PlayStore (Do not open)
2. connect your PC and Android to the same WiFi network
3. Open Angry Port Scanner, it will auto select the IP range to scan, in the Ports edit box enter the value 8000-9000 and click the scan icon
4. after the scan is done, it will show you the Open IP and Port, this is the IP and Port we will put in our FMX app.
5. Create a simple GUI FMX app with a button and the tests you want to execute.
6. in the uses clause add (TestInsight.DUnit) , in the OnClick event of the button, add the code below
TestInsight.DUnit.RunRegisteredTests('http://IP:PORT');
where IP and PORT are the values we got previously.
7. Compile and deploy the FMX app to your android device, run and click the button
8. go back to your Delphi IDE and open the TestInsight Plugin, you can now see the progress of your Tests.
Thanks to everyone who pointed to the right directions that helped me solve this problem.