procedure TWizzardEditor.ExecuteVerb(Index: Integer);
begin
 inherited;
 case Index of
   0:
   begin
     if Component is TCustomWizzard then
     begin
       (Component as TCustomWizzard).AddPage(Designer.UniqueName('WizzardPage'));
       Designer.Modified;
     end;
   end;
 end;
 
end;

function TCustomWizzard.AddPage(PageName: string): Integer;
var
 TempPage: TCustomWizzardPage;
begin
 TempPage := CreatePage;
 InitializePage(TempPage, PageName);
 Result := FPages.Add(TempPage);
end;

function TWizzard.CreatePage: TCustomWizzardPage;
begin
 Result := TWizzardPage.Create(Self.Owner);
end;

 Result := TWizzardPage.Create(Self.Owner);

Self.Owner

TempPage := TWizzardPage.Create(Self.Owner);;
TempPage.InitializePage(PageName);
Result := FPages.Add(TempPage);

Result := Designer.CreateComponent(TCustomWizzardPage,Component,Left,Top,Width,Height);
TCustomWizzardPage(Result).Wizzard := (Component as TCustomWizzard);

TempPage := TWizzardPage.Create(Self.Owner);;

TempPage := Designer.CreateComponent(TWizzardPage, Component, 0,0,0,0);

[Pascal Error] KSoftWareWizzardEditorUnit.pas(36): E2010 Incompatible types: 'TWizzardPage' and 'TComponent'

TWinControl
    ^
    |
TCustomWizzardPage
    ^
    |
TWizzardPage

TempPage := Designer.CreateComponent(TWizzardPage, Component, 0,0,0,0)  as  TWizzardPage;

var A: TControl;
    B: TComponent;
begin
 B := A;
//    но не наоборот
 A := B;  
end;

Designer.CreateComponent(TWizzardPage

Wizzard:
 WizzardPage1
 WizzardPage2
 WizzardPage3

procedure TWizzardEditor.ExecuteVerb(Index: Integer);
begin
inherited;
case Index of
  0://  Создание компонента
  1,2: begin // выбор панели
        TempPage := TWizzardPage(Component).GetNexPage(Index = 1);
        Designer.SelectComponent(TempPage);
   end;
end;{case}
end;

function TCustomWizzard.PreviousPage: TCustomWizzardPage;
begin
 FCurrentPageIndex := FCurrentPageIndex — 1;
 if FCurrentPageIndex < 0 then
   FCurrentPageIndex := FPages.Count &#151; 1;
 ShowPage(FCurrentPageIndex);
 Result := FPages[FCurrentPageIndex];
end;

procedure TCustomWizzard.ShowPage(Index: Integer);
var
 I: Integer;
begin
 for I := 0 to FPages.Count &#151; 1 do
   if I = Index then
     FPages[I].Visible := True
   else
     FPages[I].Visible := False;
end;

procedure TCustomWizzard.SetActivePage(APage: TCustomWizzardPages);
begin
 if APage <> nil then
  if APage.Wizzard <> self then Exit;
 fActivePage := APage;    
 if fActivaPage <> nil then fActivaPage.BringToFront;
end;

procedure TCustomWizzard.ShowPage(Index: Integer);
var
 I: Integer;
begin
 for I := 0 to FPages.Count &#151; 1 do
   if I = Index then
   begin
     if csDesigning in ComponentState then
       BringToFront
     else
       FPages[I].Visible := True
   end
   else
     FPages[I].Visible := False;
end;

if csDesigning in ComponentState then
     FPages[I].BringToFront
    else
      FPages[I].Visible := True

object Wizard1: TCustomWizzard
   Left = 80
   Top = 24
   Width = 289
   Height = 193
   ActivePage = Page1
   object Page1: TCustomWizzardPage
       ........
   end
 end

procedure TWizzardEditor.ExecuteVerb(Index: Integer);
var
 TempPage: TCustomWizzardPage;
begin
 inherited;
 case Index of
   0:
   begin
     if Component is TWizzard then
     begin
       TempPage := Designer.CreateComponent(TWizzardPage, Component, 0,0,0,0) as TWizzardPage;
       TWizzardPage(TempPage).Wizzard := (Component as TWizzard);
       Designer.Modified;

     end;
   end;

procedure TCustomWizzardPage.SetWizzard(const Value: TCustomWizzard);
begin
 if FWizzard <> nil then
 begin
   FWizzard.DeletePage(Self);
 end;
 FWizzard := Value;
 FWizzard.AddPage(Self);
end;

procedure TTabSheet.ReadState(Reader: TReader);
begin
 inherited ReadState(Reader);
 if Reader.Parent is TPageControl then
   PageControl := TPageControl(Reader.Parent);
end;

procedure TCustomWizzardPage.ReadState(Reader: TReader);
begin
inherited ReadState(Reader);
if Reader.Parent is TCustomWizzard then
  Wizard := TCustomWizzard(Reader.Parent);
end;

Надеюсь вы в описании сделали так

 strict protected
   procedure ReadState(Reader: TReader);  

constructor TCustomWizzard.Create(AOwner: TComponent);
begin
 inherited Create(AOwner);
 FPages := TWizzardPageList.Create;
 FCurrentPageIndex := 0;
 if (not (csDesigning in ComponentState)) and (FPages.Count > 0) then
   FPages[0].Show(nil);
end;

procedure TCustomWizzard.Loaded;override;
begin
 CurrentPageIndex := 0;
end;

procedure TCustomWizzard.Loaded;override;
begin
 inherited Loaded;
CurrentPageIndex := 0;
end;

procedure TPageControl.GetChildren(Proc: TGetChildProc; Root: TComponent);
var  I: Integer;
begin
 for I := 0 to FPages.Count - 1 do Proc(TComponent(FPages[I]));
end;