I wrote a guide for SDL and FPC. You can read it at:
http://www.freepascal.org/wiki/index.php/FPC_and_SDL

I recommend you copy(if you didn't do it yet) all the SDL sources (and includes) to one directory within your project(EG: basesdl)

Make sure you fill the -Fu and -Fi paths correctly:

In lazarus:
Project/Compiler Options/Other Unit Files(-Fu)
Project/Compiler Options/Include Files(-Fi)

They should both contain "basesdl"

Try to make a simple SDL test app and see if it works.