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Installing 3rd party libraries/ use them

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Hi, i happen to be on windows right now and using dev-c++ and I downloaded a random number generator library. My question is what files normally come with a library and how do you install them and add the appropriate linking options for compilation in dev-cpp. This is something I've always had trouble with so if someone knows of a comprehensive guide on how to do this with dev-cpp and mingw in general that would be appreciated.

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