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You just can't install them in the component pallet.
You can create and use them in your code at run time.
you simply have to add the correct units to the uses list.

For exampe you can easily use Synpase(http://synapse.ararat.cz/) for TCP/IP programmming like so:

uses blcksock;

var
sock:ttcpblocksocket;
response:string;

begin
sock:= ttcpblocksocket.create;
sock.connect('bla.com',5432);
if sock.lasterror = 0 then
begin
sock.sendstring('bla bla bla'+CRLF);
//wait for a response
response:=sock.receievestring(5000);

end else
begin
//error occured,lets see it
showmessage(sock.lasterrordesc);
end;

end;

The point here is you can use most 3rd party components with a little extra work. You would also have to creat the event handlers by hand but it can be done.