SDL 1.2.14 has already been released a few months back, so you can go ahead and use the SDL.framework from libsdl.org, my SDL.framework-file is a bit older than the official file.

Placing libSDLmain.a in the project folder is a good way. Alternatively you can place libSDLmain.a in the folder you want and then use -Flpath/to/my/folder (Compiler Options | Paths | Libraries in Lazarus).
This whole libSDLmain.a - stuff will become unnecessary in SDL 1.3.

Linking against frameworks can be done in three different ways:
1. In your code:
Add
Code:
{$linkframework MyFramework}
some where at the top of your code (usually directly after the program or unit line). Don't forget IFDEFs if you want to compile the code on other platforms as well.
Or:
2. Command-Line:
If you compile the project via commandline. Add
Code:
-k-framework -kMyFramework
Or:
3. In Lazarus:
Go To Compiler Options | Linking | Options. Check the field "Pass Options To Linker..." and add in the box:
Code:
-framework MyFramework
Parts of SDL are built upon Cocoa, the standard Mac OS library since Mac OS X. Cocoa handles something like windows, input etc. Think of it as Mac OS X's WinAPI.

Also you need to link against /usr/X11R6/lib. I don't really know why, because linking against X11 does absolutely nothing. (The end-user does not have to install X11 on their machine when starting your application.) But for now it has to be that way.

So if you chose Option 3 for linking the frameworks, your Linking-Options-box would look like this:
Code:
-framework Cocoa -framework SDL -L/usr/X11R6/lib

Edit: Just saw your new post: Try to use the OpenGL-libraries provided by FreePascal instead of the OpenGL libraries by JEDI-SDL.