How do I use external libraries?

I recently downloaded the SDL library and I have no idea what to do with it, nor do I have any idea what I should google to find out what to do with it. The library consists of a single dll file. What do I need to do with it to use it in my project?
You downloaded the wrong thing. You will need at least some header files, and a lib file (what the extension is will depend on what compiler you're using).

You want the "development library", not the "runtime library". Available here:

http://www.libsdl.org/download-1.2.php

Runtime libraries are what are needed to be on the machine which runs your program. The development library is what you need to actually create the program.


EDIT:

As for setting up, apparently there's a whole website dedicated to hosting SDL tutorials. I'm sure they must have one to walk you through getting set up - though I didn't actually check.

http://www.sdltutorials.com/
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Well, that explains a lot. I've been screwing around with this thing for the past few hours getting nowhere. Hopefully I can get this to work now.
Hm... I've got the compiler to see the files (I can include the header and use any part of the class without any squiggly red line errors), but when I try to compile, I get an unresolved external symbol error for pretty much everything in the library. How do I fix that?

EDIT: I just noticed Disch's edit. The tutorials had exactly what I needed. Thanks.
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