From the Install.txt

1. Add the GLXTreem\Source, GLXTreem\Source\GraphicEx and GLXTreem\Source\fmod to the libary paths (Tools->Environment Options->Libary->Libary Paths)
2. Open the package in Delphi.
3. Press Install button.
4. Done


In you'r step by stem, you'll don't do the #1 point listed above. It's probably therefor it doesn't works. Try it