[yener90]

default state false:

Components1:= TCheckBox.Create(WizardForm);
with Components1 do
begin
Parent:= WizardForm;
Left:= NewLeftPositionCP; 
Top:= TextPositionTop + 130 + MoveDirectoryInfo;
Width:= 13;
Height:= 13;
TabOrder:= 0;
Checked:= Components1V; -> change to false
Visible:= Components1V;
OnClick:= @ComponentsClick;
...
BtnSetChecked(Components1Check,True); -> Change To false
end;

inverting buttons(make sure you defined correctly in previous step):

procedure Components2CheckClick(hBtn:HWND);
begin
if Components2.Checked = False then
Components2.Checked:= True else
Components2.Checked:= False;
BtnSetChecked(Components2Check,Components2.Checked)
Components3.Checked:= not Components2.Checked; 
BtnSetChecked(Components3Check,not Components2.Checked)
end;

procedure Components3CheckClick(hBtn:HWND);
begin
if Components3.Checked = False then
Components3.Checked:= True else
Components3.Checked:= False;
BtnSetChecked(Components3Check,Components3.Checked)
Components2.Checked:= not Components3.Checked; 
BtnSetChecked(Components2Check,not Components3.Checked)
end;

same changes for Components2LabelOnClick and Components3LabelOnClick