If you use this link then simply unzip the files inside the zip, then go to your project in Visual Studio, right click on references, and select Add Reference.
In the window, which opens, select the Browse tab, and then navigate to wherever you unzipped those files.
Double click Indy.Sockets.dll.
If you've already done this, then just skip it.

In the version I'm using (the link I provided), there's no POP3 namespace in Indy.Sockets, which means you can only write "using Indy.Sockets;", and not "using Indy.Sockets.POP3;".

Regarding "Indy controls", as you called them .. AFAIK, there aren't any Wink At least, if you mean controls like "textbox", "button", etc, which you can drag-drop onto your forms.
There are just classes, which you use in your app.

Reply, if you still can't get it working, tell me the version of your Visual Studio, and I'll try and make an empty project, with a working example of Indy.

Regards,
Tadej