Hi, this can be million and one thing. The FP pcap looks like just a wrapper around the unix pcap library (or WinPcap on windows). Do you have this library on your computer? On Ubuntu there can be a package named something like libpcap-devel.
If it hasn't changed recently, FPC doesn't support linking a static library (libpcap.a), you must compile it as a dynamic library (.so/.dll). If you have the .so or .dll on your computer, check whether it's in $PATH or the pcap unit tries to load it under correct name. If you do have the library on your computer and just can't make it work with FPC, it's often easier to write the needed functionality in C++, make a nice interface around it and compile it as dll. Then you can use it from Lazarus.
Sorry to say it so openly, but many libraries are just undermaintained, underdocumented and a pain to use.