Castle Windsor: Как добавить вызов фабрики не в xml?

Непосредственно из Unit Test FactorySupportTestCase (которые являются вашими друзьями):

[Test]
    public void FactorySupport_UsingProxiedFactory_WorksFine()
    {
        container.AddFacility("factories", new FactorySupportFacility());
        container.AddComponent("standard.interceptor", typeof(StandardInterceptor));
        container.AddComponent("factory", typeof(CalulcatorFactory));

        AddComponent("calculator", typeof(ICalcService), typeof(CalculatorService), "Create");

        ICalcService service = (ICalcService) container["calculator"];

        Assert.IsNotNull(service);
    }

    private void AddComponent(string key, Type service, Type type, string factoryMethod)
    {
        MutableConfiguration config = new MutableConfiguration(key);
        config.Attributes["factoryId"] = "factory";
        config.Attributes["factoryCreate"] = factoryMethod;
        container.Kernel.ConfigurationStore.AddComponentConfiguration(key, config);
        container.Kernel.AddComponent(key, service, type);
    }