There is a Windows install at http://www.skinhat.com/lazarus that already has GLScene in the IDE so GLScene for Lazarus can be installed in one step. If you want to install GLScene for Lazarus manually then follow these steps:

1. Download and install the Windows Lazarus install at http://www.ca.freepascal.org/Lazarus/
2. Download and unzip the GLScene source zip (glscene-0.9.1.x.zip - not the exe) for Lazarus at http://www.skinhat.com/lazarus.
3. Execute Lazarus. Click on the 'Components' menu item and select 'Open Package File' and select the glscenelazarus.lpk file under the Lazaruswin directory from the GLScene source you unzipped
4. In the 'Package GLSceneLazarus' dialog click on the 'Options' button. In the 'Include' edit box enter the path of the GLScene source directory. For example 'C:\delphi\glscene\extra\lazarus\Source\' and click ok
5. In the 'Package GLSceneLazarus' dialog click on install. After a few minutes you should see GLScene in the component palette like you'd see in Delphi.
6. If you open the 'megacube' demo it should work.

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