As noted on the comments where the code failed, when compiling for Windows you have two options:

1. Edit the file "opts.inc" and remove the line:
 {$DEFINE FASTGZ}

The executable will compile and be fully functional, but loading and saving of GZ compressed files will be a bit slower.

2. Download the files from https://github.com/synopse/mORMot and place the 'static' folder in the requested location. In other words, if you have c:\MRIcroGL12\MRIcroGL.lpr you will want a folder c:\static\x86_64-win64\sse\

The executable will compile and be fully functional, loading and saving of GZ compressed files will be accelerated. The included code uses the GPL, so your resulting executable can no longer be shared/sold under the more permissive BSD license.