How to get Delphi
All you need for programming in Delphi / Object Pascal is Delphi or a related IDE. For buying Delphi see http://www.embarcadero.com. For a free (but less powerful) version of Delphi see http://www.turboexplorer.com. For a related open-source IDE see http://www.lazarus.freepascal.org.
Choose one of those links and install the IDE. You should know that there are some differences between Delphi and Lazarus. So the best variant would be Turbo Delphi Explorer.