Thanks to everyone. It didn't help me a lot that time. I've tried to Google it, and this is was the first result in search results, so it is the right place to post the answer

. This time I found the solution. So, the steps are:
1) Menu Package - Open file package
2) Select GR32_Lazarus.lpk
3) Compile it
4) Rebuild IDE
After IDE restarted:
1) Menu Service - Install/Unistall package
2) Left side list (ready for install)
3) Choose GR32_DSGN_Lazarus
4) Hit the button Rebuild IDE
5) You will see the error kind of - Paths are dublicated (or something like that) , - select - Ignore All
Hope it was helpful
UPD: Sometimes the application may crash at runtime. In such cases, try disabling all flags in the compiler options (e.g., Range Checking, etc.).