Both interfaces are defined in shlobj for Free Pascal/Lazarus, just like on Delphi. If symbols changed units during the Delphi lifetime, we try to put them in the more recent units, but there is a large backlog there.
All this should be largely Delphi compatible, maybe it is easier if you explained what exactly doesn't work like expected.
Added after Arnaud's comments:
No it does not. Objects implement interfaces in Pascal. I don't really understand why it is really important to do this anyway. Sure it is a bit of syntactic sugar, but since any delphi style interface implements Iunknown, you can just query an interface for another interface:
uses activex;
var x :IPersistfile;
y :IPersistStream;
begin
x.queryinterface(IID_IPersistStream,y);
end.