You can use TOpenGLControl which ships with Lazarus but is not installed by default. It can be found in /components/opengl.

Just put the OpenGLControl on your form, add gl and glu to your uses clause, add a timer. Declare Angle as Single as a private variable and add this code in your OnTimer-Event:
[pascal]
glClearColor(1.0, 1.0, 1.0, 1.0);
glClear(GL_COLOR_BUFFER_BIT or GL_DEPTH_BUFFER_BIT);
glEnable(GL_DEPTH_TEST);

glMatrixMode(GL_PROJECTION);
glLoadIdentity();
gluPerspective(45.0, double(width) / height, 0.1, 100.0);
glMatrixMode(GL_MODELVIEW);
glLoadIdentity();

glTranslatef(0.0, -0.0,-6.0);
glRotatef(30,1,0,0);
glRotatef(Angle,0,1,0);
Inc(Angle);
If Angle = 360
Then Angle:= 0;

glBegin(GL_QUADS);
glColor3f(0.0,1.0,0.0); // Set The Color To Green
glVertex3f( 1.0, 1.0,-1.0); // Top Right Of The Quad (Top)
glVertex3f(-1.0, 1.0,-1.0); // Top Left Of The Quad (Top)
glVertex3f(-1.0, 1.0, 1.0); // Bottom Left Of The Quad (Top)
glVertex3f( 1.0, 1.0, 1.0); // Bottom Right Of The Quad (Top)
glEnd();
glBegin(GL_QUADS);
glColor3f(1.0,0.5,0.0); // Set The Color To Orange
glVertex3f( 1.0,-1.0, 1.0); // Top Right Of The Quad (Bottom)
glVertex3f(-1.0,-1.0, 1.0); // Top Left Of The Quad (Bottom)
glVertex3f(-1.0,-1.0,-1.0); // Bottom Left Of The Quad (Bottom)
glVertex3f( 1.0,-1.0,-1.0); // Bottom Right Of The Quad (Bottom)
glEnd();
glBegin(GL_QUADS);
glColor3f(1.0,0.0,0.0); // Set The Color To Red
glVertex3f( 1.0, 1.0, 1.0); // Top Right Of The Quad (Front)
glVertex3f(-1.0, 1.0, 1.0); // Top Left Of The Quad (Front)
glVertex3f(-1.0,-1.0, 1.0); // Bottom Left Of The Quad (Front)
glVertex3f( 1.0,-1.0, 1.0); // Bottom Right Of The Quad (Front)
glEnd();
glBegin(GL_QUADS);
glColor3f(1.0,1.0,0.0); // Set The Color To Yellow
glVertex3f( 1.0,-1.0,-1.0); // Bottom Left Of The Quad (Back)
glVertex3f(-1.0,-1.0,-1.0); // Bottom Right Of The Quad (Back)
glVertex3f(-1.0, 1.0,-1.0); // Top Right Of The Quad (Back)
glVertex3f( 1.0, 1.0,-1.0); // Top Left Of The Quad (Back)
glEnd();
glBegin(GL_QUADS);
glColor3f(0.0,0.0,1.0); // Set The Color To Blue
glVertex3f(-1.0, 1.0, 1.0); // Top Right Of The Quad (Left)
glVertex3f(-1.0, 1.0,-1.0); // Top Left Of The Quad (Left)
glVertex3f(-1.0,-1.0,-1.0); // Bottom Left Of The Quad (Left)
glVertex3f(-1.0,-1.0, 1.0); // Bottom Right Of The Quad (Left)
glEnd();
glBegin(GL_QUADS);
glColor3f(1.0,0.0,1.0); // Set The Color To Violet
glVertex3f( 1.0, 1.0,-1.0); // Top Right Of The Quad (Right)
glVertex3f( 1.0, 1.0, 1.0); // Top Left Of The Quad (Right)
glVertex3f( 1.0,-1.0, 1.0); // Bottom Left Of The Quad (Right)
glVertex3f( 1.0,-1.0,-1.0); // Bottom Right Of The Quad (Right)
glEnd();

OpenGLControl1.SwapBuffers;
[/pascal]

When you start the application, you should see a rotating cube. It works on Windows, Linux and Mac OS almost perfectly*.


* That means on Mac OS X the OpenGL Control will always override other controls on the form and I've heard there might be some bugs when using GTK2. (I've never tested Linux + TOpenGLControl myself.)


P.S.: What is wrong with SDL or why aren't you considering it?