Okey...
what is your version of Delphi?
i have XE5 / XE6
for XE5 / XE6 i'm openning DCEF_XE5.dproj
in delphi find Project Manager window and here you'll see the DCEF_XE5
so do right click on it and press install and it will install TChromium / TChromiumOSR / TChromiumFMX components
then file -> close All
create new VCL Forms application
find TChromium component and put it on the form
( if you ran the project this time , you'll get Error No 126 )
so you may save the project anywhere , compile it - get the error , then go to the folder - where you saved your project
there is a folder Win32 or Win64 , open it!
there is Debug or Release folder , open it
copy files from bin folder to this folder
P.S. bin folder comes with TChromium archive
Sorry for my bad English.
Thanks.