[__cadetill]

Sacado del archivo Readme.txt que te comentaba Marc

Installation
------------
If you have Delphi 6 Professional or Personal Edition, deactivate the
conditional define {$DEFINE DCS} in the RX.INC file before compiling the
library.

Use "File\Open..." menu item of Delphi IDE to open RX' runtime
package RXCTL6.DPK. In "Package..." window click "Compile" button to
compile packages RXCTL6.DPK. After compiling repeat that for other RX
Library run-time packages RXDB6.DPK, RXBDE6.DPK. Put compiled BPL files
into directory that is accessible through the search PATH (i.e. DOS
"PATH" environment variable; for example, in the Windows\System directory).
After compiling RX run-time packages you must install RX design-time
packages into the IDE.

Use "File\Open..." menu item to open RX design-time package DCLRX6.DPK.
In "Package..." window click "Compile" button to compile the package
and then click "Install" button to register RX Library components on
the component palette. Repeat that for other RX Library design-time
packages DCLRXDB6.DPK and DCLRXBD6.DPK.

NOTE: do not save package sources in the Delphi IDE.

Esto es para Delphi 6 (la versión que yo tengo) y supongo que te valdrá también para la versión de Delphi 7