Here's the manual setup guide for Windows I previously mentioned. If you're uncomfortable running automated installers on getlazarus.org, the guide below has step by step instructions on how to make everything yourself from svn sources.
http://www.getlazarus.org/setup/making/
Again, for a Linux guide, just consult the Linux setup script which contains similar steps along with comments.
https://github.com/sysrpl/Codebot.Se...c-3.0.linux.sh
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