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