Delphi is heavily bound to Windows. Because of this, it introduced a lot of Windows-isms in the API (e.g. file searching and opening, loading libraries).
Free Pascal was designed to be portable, so things that are very Windows specific are missing, although the Free Pascal team tries to minimize this. The following are the main points that should be considered:
Note that in order to have correct widestring management, you need to include the cwstring unit on Unix/linux platforms: This unit initializes the widestring manager with the necessary callbacks which use the C library to implement all needed widestring functionality.