Well, removing that "override" keyword solved that issue. But now I got
SMDBGrid.pas(304,17) Error: Identifier not found "TSMGradientDirection"
That site has more Delphi free components, maybe what you need is on its TGradientPanel:
Freeware SMComponents
http://www.scalabium.com/smcmpnts.htm And even if the problem above has solved, there still 9 more 7 more errors in the messages window
Unfortunately, solving that errors is part of the job of converting Delphi components to Lazarus.
You are on the right path of solving one by one. Some of them are easy and others are really hard to solve.