I came from Delphi and one of my first needs is to use non visual db components…
the visual DB components are quite new so grab a current copy of lazarus from CVS. While n some cases unused/untested, they should theoretically work in the same way as the Delphi versions, insofar as they are currently implemented. Currently no non-visual components are built in by default, however I believe there is now a MySQL Package included in current lazarus cvs you can play with to get MySQL non-visual components on the component palette(I haven't had a chance to look myself). (open and install package lazarus/components/mysqllaz.lpk)
The non-visual have been in the FCL for a while now, and should already be available, with a MySQL, and Interbase etc components for access even without lazarus. While they are not complete they do work well to some extent.
Beyond that atm I would say simply experiment. And as you come across problems that prevent doing what you need, ask further more specific questions on the list. :)
Andrew