rvk, it seems that Lazarus sees dll files now, thank you for help.
Unfortunately, I still have some issues with this control. What properties should be filled?
DatabaseName: Northwind
HostName: (I tried with 'localhost', network name and CPC\SQLEXP)
Similar approach worked fine with Firebird but refuses to work with SQL Express.
It seems that component can't find server although it works fine.