So, Dev-C++'s g++ works manually.
In that case, it seems most likely to me that the Makefiles in the examples are not working properly. Try re-creating the project -- create a new project and add in the Hello.cpp source file that is part of the example.
I would hazard a guess that your path is not the problem, because g++ is being executed
and because it works manually.
g++.exe -c Hello.cpp -o Hello.o -I"D:/Dev-Cpp/lib/gcc/mingw32/3.4.2/include"\
g++.exe: Hello.cpp: No such file or directory
g++.exe: no input files
Something that will almost certainly work, but will require a bit of effort, is this. Edit the makefile, that is, D:\Dev-Cpp\Examples\Hello\Makefile.win. Where ever it says "Hello.cpp" or "Hello.o" or "Hello.exe" in this makefile, put the full path -- i.e., change "Hello.cpp" to "D:\Dev-Cpp\Examples\Hello\Hello.cpp", and so on.
The animated attached image is really neat.