I was wrong.
First I figure out that SDL_ttf is an add-on package, so I find a copy of the DLL, stupidly forgetting that I'll also need both the header and a link library to actually compile the thing. I get a copy of the binaries, but I forget that the Visual C++ libraries aren't going to work with the MinGW compiler, so I have to make my own. Of course, the source code configuration script needs bash to actually run, which isn't much use on Windows XP. I think this is the point where I started swearing non-stop at the computer.
Finally I hack together a version of the code that will compile, and get my game all linked together, only to have the thing seg fault on me. It seems SDL blitting and OpenGL don't like to run together. A change of initialisation flags that the documentation said would allow the two to work together caused the seg faults to go away, but it didn't cause the "Hello World!" text to display in the game. It's possible I'm not calling the right update function to SDL, or double buffering is causing some weirdness. I guess I've just got to learn more SDL and OpenGL, because at the moment I know next to nowt about either of them (I hate dealing with all this fiddly API stuff).
On top of it all, I don't think I'll be even using fonts in my final version of the game; I'm aiming to use no external bitmaps at all, only geometric shapes. I'll have to roll my own font system anyway. But it does bug me I couldn't figure this out in an evening. I think I might just stick with OpenGL for 2D graphics (I can use textured quads for displaying bitmaps), and use SDL for initialisation and handling the input. But I still don't know how to display fonts and text in OpenGL, so I'd better read a bit more about it.
That reminds me; a huge box of books I ordered from Amazon arrived yesterday, and included was the OpenGL Superbible (by far the most expensive book in the set), so hopefully that will speed up things. There's a chapter on fonts in there, but skimming through it it seemed to imply it wasn't cross-platform. I'll figure out something using FreeType, I'm sure.
It's always cathartic to rant about programming annoyances in a journal. As always, any helpful advice would be welcome, as I don't really know what I'm doing [smile].