Good evening to all of Brazil 
I'm starting to test the Lazarus (Zeus + MySQL) in 2002 had a single, short contact with Delphi 7 + Access.
I wonder if it has the following features:
- Windows, has integration with OLE? Example: CreateObject ( 'Excel.Application'), CreateObject ( "ADODB.Connection"), CreateObject ( "Crystal.CrystalReport")
yes
Afaik third party on lazarus-ccr. Many Delphi solutions will be easy ported to lazarus/win32 too
- Using functions in third-party DLL to Delphi 7? Example fiscal printer, etc.
Using a third party dll like in Delphi: yes. Using a Delphi made DLL: depends.
- You can insert snippets in C in. PAS or include C source in the project? (although I do not know C, in special cases may be helpful)
Of course not, just like you can't in Delphi, or can't include Pascal in C (and believe me, that would be useful). But you can link to external code in C, FPC is generally compatible with gcc in this regard (mingw on windows)
- Class or function to generate PDF ?
No, unless you count selecting a PDF printer. 3rd party solutions like in Delphi.
- Class or function to use FTP ?
- Class or function to use SMTP (outgoing mail) ?
Several third party solutions. Indy, Synapse, LNET and on windows also ICS.