The TDbf which is installed in Lazarus by default on the "Data Access" palette, is good for most of the work. However, when I took over MyDbfStudio for some renovation, I noticed that there is an issue with indexes, I cannot remember any details. I took the easy way and switched over to the TDbf on Sourceforge which resolved the issue, similarly as I had read from others here.
I am sure that the index issues of the TDbf version can be fixed. What is missing is a clear bug report describing the issue and the way how to reproduce it.
The other version of TDbf on Sourceforge currently is broken and cannot be installed. I filed a bug report yesterday, maybe it gets fixed. Nevertheless, it can be used in runtime code (like in MyDbfStudio), however, after a tiny modification.
As for Paradox files: You can read them by means of the TParadoxDataset package which can be installed from Online-Package-Manager. You cannot use it to write to Paradox files, though. There is another paradox package even in the Lazarus source tree installation which can read and write. However, it needs external dlls, is Windows-only and usable only for 32-bit (IIRC).