After many failed attempts I installed Linux on a spare machine and dedicate it to Lazarus. I use the stock Lazarus installed from Debian packages from lazarus-ide.org, though. When I have something worth to share other than helloworld level of programs I will reconsider using Fpcupdeluxe for cross compiling to other platforms.
Edit1: Fpcupdeluxe's cross compiling ability is awesome. I tried to build cross compilers for various platforms and these compilers could produce working binary. My example is kind of a helloworld program, though, I don't know if it still that easy for complex programs.
Edit2: Get a working FPC and Lazarus doesn't mean it work flawlessly. I found many minor problems on not official supported platforms. So I decided to go back to Linux, an officically supported platform, if I want to compile for other platforms I will consult Fpcupdeluxe. Thanks everyone for helped me in the past.
Edit3: @Alex, your Cudatext is great, I'm exploring it, but I have to said that I can't get much from it since I'm not a programmer. I will keep Cudatext side by side with Geany, though.