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