I had trouble finding how to install Lazreport. Here is the steps.
1. In the menu, select "Package -> Open package file (.lpk)..."
2. Get project file
2.1. On Ubuntu open file "usr/share/lazarus/2.0.12/components/lazreport/source/lazreport.lpk"
2.2. On Windows open file "Lazarus/components/lazreport/source/lazreport.lpk"
3. Click Use -> Install
Hope this article help. enjoy.
Reference: http://www.festra.com/fp/sqlite06.htm