I tried with Dev-C++ 220.127.116.11 TDM x64, and GL\glext.h was missing (which was needed to compile test_SOIL.cpp). But it does have GL\glaux.h, go figure.
Other than that, I can't tell where your linker errors are coming from.
Did you try putting the library in the same folder as the source code, and adding it to the project? Project Options -> Parameters -> Add Library or Object
Now as for Orwell's Dev-C++. I think some of the higher-postcount members can confirm I've always been a big fan... until recently, when I realized 5.1+ was so full of bugs, I could start a zoo.