From IdSSLOpenSSLHeaders.pas:
{$IFDEF UNIX}
{This is a workaround for some Linux distributions and a few other things
where the symbolic link libbsl.so and libcrypto.so do not exist}
SSL_DLL_name = 'libssl'; {Do not localize}
SSLCLIB_DLL_name = 'libcrypto'; {Do not localize}
SSLDLLVers : array [0..4] of string = ('','0.9.9','.0.9.8','.0.9.7','0.9.6');
{$ENDIF}
Indy first checks, if /usr/lib/libssl.so and /usr/lib/libcrypto.so are available. If so, they are used. Otherwise it tries to find the library using the version numbers above.
If the library name is different on your computer, you can add these symbolic links:
cd /usr/lib
sudo ln -s libssl.so.0.9.8-or-whatever-your-version-is libssl.so
sudo ln -s libcrypto.so.0.9.8-or-whatever-your-version-is libcrypto.so
If you can't find the libraries, make sure you've installed openssl on your computer.