Building Libraries

I'm rather new to working with outside libraries. I use code::blocks as my IDE and I am trying to include the crypto++ library. I have the library downloaded and extracted, but I think that I need to build the library before I can use it, right?

Can anyone tell me how to do this or point me to an article that might explain this process? I'd like to understand the general steps that apply to building any library with any IDE, and I also need to understand how to do this with code::blocks specifically.

Thanks!
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