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how to use GMP

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I am attempting to use GMP, but I can't figure out how. According to this, http://gmplib.org/manual/Headers-and-Libraries.html#Headers-and-Libraries I need libgmp and libgmpxx, but neither of these came with the archive I downloaded. How do I get them? Do I have to build them? If so, how do I do that? I'm using Windows XP by the way.

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