I have found someone who was prepared to describe what was meant by the solution.
For the benefit of other real newcomers who struggled with this like me...
Open Lazarus.
Click the Project menu.
In there, choose Project options.
When that opens, there are two sections, Project Options and Compiler Options.
We need 'Compiler Options'
Under that is Compilation and Linking. This is NOT the place to put these compiler options.
Instead, open Custom Options
In the Custom Options text box, add -WM10.15
(WM11.0 didnt work for me)