Q: Is there a better and quicker way of easier or automatic installation of needed components?
What is your preferred method of staying up to date ?
When you update for new Lazarus version, the local configuration it kept and simply rebuilding Lazarus should be enough.
You can see the list of to-be-installed packages in Tools -> Install/Uninstall Packages.
The packages that come with Lazarus distribution, like LazReport, are obviously updated at the same go.
External packages like Zeos require an extra download step if you want their latest versions.
A future online package manager will help with that.