If you haven't already, download and install Dev-C++.
Alternatively, you could use the newer wxDev-C++ (that's what I use).
After the installation, launch Dev-C++, and create a new project:
Select File->New->Project...
Select the Windows Application icon.
Enter a Name for the project.
Click Ok.
Save the project to the <root> folder.
Now you need to tell the compiler where to find the development headers and library.
Select Project->Project Options.
Select the Directories tab, then the Library Directories sub-tab.
In the text field, type ./lib. This is a relative directory, so make sure your project has been
saved in the same folder containing the include and lib folders.
Click Add.
Do the same thing for the include directory in the Include Directories sub-tab.
Now select the Parameters tab.
In the Linker: text box, type in the dir/name of the Gel2D library. This will link your program with it.
Lastly, make sure the Gel2D shared libraries are in the same directory as your compiled executable, so your
game can link with them at runtime.
That's It!
You're now ready to start programming with Gel2D in Dev-C++.