All 3 files from Win64 folder I put into WOW64 folder, didn't help.
After that I tried with putting files from Win32 folder into Lazarus' main folder. Didn't help.
After that I tried with files from Win64 folder. Didn't help too.
At last I tried inserting these file into project's directory. Didn't work.
Maybe I'm doing something wrong? I put MSSQL component onto form and set HostName property to "CPC\SQLEXP" and DatabaseName to "Northwind". By idea, this should work fine.