Well, the linker is complaining that it can't find those functions in the libraries it's checking.
So you've either not told the linker which libraries to link against, or you're doing it in a bad order. Link against those after linking against your own object files.
I added the library to link against in the following order
SDL2main
SDL2
sdl_gfx
build log errors:
I:/TDM-GCC-64/bin/../lib/gcc/x86_64-w64-mingw32/5.1.0/../../../../lib/libsdl_gfx.a(SDL2_gfxPrimitives.o):SDL2_gfxPrimitives.c:(.text+0x5e): undefined reference to `SDL_SetRenderDrawBlendMode'
I:/TDM-GCC-64/bin/../lib/gcc/x86_64-w64-mingw32/5.1.0/../../../../lib/libsdl_gfx.a(SDL2_gfxPrimitives.o):SDL2_gfxPrimitives.c:(.text+0x8d): undefined reference to `SDL_RenderDrawPoint'
I:/TDM-GCC-64/bin/../lib/gcc/x86_64-w64-mingw32/5.1.0/../../../../lib/libsdl_gfx.a(SDL2_gfxPrimitives.o):SDL2_gfxPrimitives.c:(.text+0x167): undefined reference to `SDL_RenderDrawLine'
I don't know an exact solution to your linking problems (you're either not looking in the right place, or you're putting something in the wrong place).
But it might help others on the forum if you add --verbose to your command line when you compile, and paste the output.
I personally avoid copying around .a files, I find it to be a mess once you start working with multiple libraries. On my Windows machine, I have a folder either called "C:\libs" or "C:\libraries" and I have a subfolder for each library (ex: C:\libs\fftw-3.3.7) that I download and build. I add that project's include and lib path to g++. This makes it easier to keep track of which libraries you have, and makes updating them easier.
Don't know if there is something specific i should use on mingw / codeblocks
Btw, i rebuilt latest version of the library (1.04) and added the location of the SDL2 library includes.
The test program now shos this error:
||=== Build: Release in SDLGFXTest (compiler: GNU GCC Compiler) ===|
I:\TDM-GCC-64\bin\..\lib\gcc\x86_64-w64-mingw32\5.1.0\..\..\..\..\x86_64-w64-mingw32\lib\..\lib\libmingw32.a(lib64_libmingw32_a-crt0_c.o)||In function `main':|
C:\crossdev\src\mingw-w64-v4-git\mingw-w64-crt\crt\crt0_c.c|18|undefined reference to `WinMain'|