Thanks Lainz for the answer. Here I re-write it in a step-by-step way:
To install a new component:
1. On Lazarus main menu > Package > Open package file (.lpk)
2. Browse to the location and select the package file
3. On the package menu > Compile
4. On the package menu > Use > Install
5. Answer "Yes" to rebuild your Lazarus
6. Wait some minutes and your Lazarus will be closed
Not all packages contain components to show on the IDE's palette, if it does then the new components will be now shown on the appropriate tab on the palette.
To check if a package already installed:
1. On Lazarus main menu > Package > Install/Uninstall Packages
2. The installed packages will be listed in the left panel (installed)
For more info about Eye-Candy Controls, you can find in this documentation:
(actually the installation guide is in it)
http://wiki.lazarus.freepascal.org/Eye-Candy_Controls@howardpc
No, it won't restart at least on my Linux-build. I notice if I install/remove packages via "Install/Uninstall Packages" then it will be restarted automatically. But it won't be restarted if the rebuilding is via "Open Package File".