Do you need help using those two functions? Or are you having trouble with using function pointers? Do you have anything yet? Or are we starting from scratch?
This particular request is going to be annoying to solve because the function you want uses COM objects as arguments. I know that in addition to not having a version of this library, MinGw does not have full support for COM either. This would be so much simpler if you used the MS VS compiler, which Code::Blocks is happy to do by the way.
I was wrong, this was actually really straight forward and not that interesting at all.
@ OP: I guess we're back to my original questions: How far have you gotten and what are you having trouble with? Also, I happen to have a laptop with Windows 8 sitting to the left of me and yes it has the urlmon.dll in the same path that XP, Vista and 7 do.