1) download and install the latest version of DevCpp from http://www.bloodshed.net/dev/devcpp.html
2) download the latest version of SDL from http://www.libsdl.org/: download the Development Libraries for Mingw32 (under Windows) and the runtime libraries for Windows. You may need WinRAR to be able to unpack the .tar.gz files.
3) The runtime library contains the file SDL.DLL, put it either in your C:\Windows\System32 folder, or put one in the folder of your compiled program, and don't forget that you always have to include SDL.DLL with your program if you want other people who don't have the file to run it. Programs compiled for the newest version of SDL won't work with older versions of the DLL.
4) Unpack the SDL developer files, but not yet inside the DevC++ folder, put them in another folder.
5) Copy the SDL folder of the development files, which is inside the folder include, into the include folder of DevC++ (so that all the SDL header files are in DevC++ under include/SDL)
6) Copy the files in the lib folder of the development files, into the lib folder of DevC++.
Now I am confused from the point 6. I cannot find folder "lib" in SDL directories. DevC++ is having such folder but SDL not. Can you tell me what to do?
1. Bloodshed DevC++ is hopelessly outdated. Its version 3 GCC is many generations old.
2. SDL here means Simple DirectMedia Layer and that site holds SDL 2.0.3
3. SDL 5.0 (as in thread title) seems to refer to Microsoft Security Development Lifecycle.
In other words, is that recipe truly for what you try to do? If it is, then don't do step 1 literally.
Besides, the SDL2-devel-2.0.3-mingw.tar.gz does have directory lib.