When you install Lazarus, you will see DirectX units already in place:
http://wiki.freepascal.org/FPC_and_DirectX[
^].
You can read any DirectX documentation and manuals, just don't try to find it in Pascal and only in Pascal. You can write any code sample in Pascal, just because all the function calls are easy to find in the available Pascal units. This way, learning can be even deeper, because it will save you from the temptation to just load available sample project and play with it. :-) When you do it all by your own hands, you learn more.
—SA