The JWSCL does only need a minor setup. You need to create a binary unit file (DCU-file) for the JEDI API Headers as described here.
You must setup JEDI API first before you can start with JWSCL! Otherwise if you set Delphi source path to include JwaWindows.pas you’ll get an error like:
Incompatible types: JwaWindows.XXX and JwaWinNT.XXX
JWSCL [...]

The JEDI API library provides you two ways of using it. Either you can use all the single units like JwaWinUser.pas and JwaWinTypes.pas or you can use just one unit that includes all these single units. It is called JwaWindows.pas. The
1. Single units use:
Single units are included into your project by adding the JEDI [...]