I'm using Code::Blocks with MinGW

Settings -> Compiler -> Search Directories -> Compiler -> Added:
D:\InstalledPrograms\CodeBlocks\SimpleDirectMediaL ayer\SDL2-2.0.0\x86_64-w64-mingw32\include

Settings -> Compiler -> Search Directories -> Linker -> Added:
D:\InstalledPrograms\CodeBlocks\SimpleDirectMediaL ayer\SDL2-2.0.0\x86_64-w64-mingw32\lib

Settings -> Compiler -> Linker Settings -> Other Linker Options -> Added: -lmingw32 -lSDLmain -lSDL

The code of the main.cpp file:

Code:
#include <iostream>
#include "SDL/SDL.h"


using namespace std;


int main(int argc, char* argv[])
{
    return 0;
}
I've too included the SDL2.dll file in the folder of the project