I agree with maurog and Ally that the combination of ShellTreeView and ShellListView is very easy to use.
If you insist on VirtualTreeView you should know that usually there is no need to install anything for it because it is bundled with Lazarus (package "laz.virtualtreeview", palette "LazControls"). An explorer-like sample project can be found in unit DrawTreeDemo of the vst_advanced project (in folder "examples/virtualtreeview" of the Lazarus installation). Somewhere in the forum, there is also code for an elemental worked-out file explorer, but I did not find it any more.