Are you talking about my LEAF engine? You're probably made some mistakes, and mixed some file from others engines, since that message "GLScene.inc not found" is probably caused from some GLScene file, and not from LEAF.

Note that LEAF uses some common libraries like DirectX and JPG that you may have installed from other sources, and that may cause problems.
About the components, its true that you wont find anything, because LEAF is not a component based library. One of the tutorials in my site show how to play video from files.

Also, if you're trying to use GLScene, I dont think it includes AVI playback, only recording, at least the last version I used didnt have one.