Where do i put libraries?

I'm currently using Dev-C++ as my compiler, and i downloaded the allegro library. What I need to know is where do I put it.

Do I just stick the library in Dev folder, or is there a certain folder with libraries (I can't seem to find one) where I need to put it? And once I have it in the correct place will the compiler automatically look at it (with the #include <allegro> header file) or is there something else I need to adjust to make sure it is included in the compiling.

Thank you for your time, and sorry if this question was already posed.
Includes go into the include directory, libraries go to lib. Do a search if you can't find them.
These are the directories the compiler will look by default, you can add more with the -I and -L parameters.

You should install Code::Blocks with the packaged MinGW and uninstall Dev-C++ fully (especially the ancient version of MinGW that comes with it needs to go, otherwise Code::Blocks might decide to use it).
If you download Allegro as a 'dev-pack' everything should be neatly set up and of course you have to add it in your project settings under the paremeters tab/linker options. If you don't know how to do this I suggest you learn as soon as possible but in the meantime if your lucky the devpack might come with a template that you can choose once you start a new project (it will probably be under the multi-media tab).
Everything should be ready to compile this way all you have to do is erase the default code and add your own.

While alot of people will agree with Athar, dev-cpp is outdated I still think its one of the best environments for people just learning to use cpp because its a no-frills easy to use IDE made even easier through its use of Dev-packs (Just don't get to comfortable!!) There's a free version of MSVC++ which leaves it in the dust.
Okay, switching back to Microsoft C++ 2008. Do you mind explaining how to download/where to store/how to compile libraries?

Thanks again for your time.
For VS, you usually just add the directories you are storing the libraries in to the library path.
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