Sergio, looks like a file is missing in install for Lazarus:
sgcWebSocket_Reg.pas(49,18) Fatal: Cannot find sgcPackage_Regedit used by sgcWebSocket_Reg of package sgcWebSocketsLazarus.
sgcWebSocket_Reg.pas(49,18) Fatal: Cannot find sgcPackage_Regedit used by sgcWebSocket_Reg of package sgcWebSocketsLazarus.