Grahame, maybe it depends on what you want to do once its all built ? If you then plan on opening the IDE and doing development work, yes, I suspect you may have to do it manually.
But if you are building this rig to just compile an existing package, that is, all the development is already done, you don't need to install the various packages into the IDE just to use them when building. For example, I build my app using LCL and an external package, KControls. I have a bash script that installs FPC and Lazarus and then it downloads KControls, compiles it and then, remembering where it compiled KControls, goes off and builds my app.
Davo