It can use .lib's as long as they are in the same format (forget name). For some weird reason there seems to be several formats of .lib
If they're in the same standard format as .a then they will work (for instance I think I've used sdl_image.lib with gcc as that was the only format they provided)
I'm afraid I don't know if the dx libraries will be gcc compatible, so that could be an issue
btw, to link to the libopengl32.a library within mingwds:
Project > Settings... > Link > Libraries > "opengl32"
You can miss off of the lib*.a bit & libraries should be seperated by just a comma(no spaces)