You need to install Mingw (compilers) and msys on your system to compile with g++. Personally I prefer the mingw-get-inst tool, where I have the opportunity to add/remove packages later on (mingw-get --help once installed), installing a basic set first, two hints: Take the Use pre-packaged repository catalogues option on the third installer page and choose at least MinGW Compiler Suite >> C Compiler, MinGW Compiler Suite >> C++ Compiler and MSYS Basic System on the seventh one. Start the shell by using the msys.bat file.
This seems the most consistent/recommended/assumed* (* by other projects I make use of) way of using unix/posix tools on Windows in my opinion, after trying other distributions in the past. Unless you plan 64-Bit support, git* (* I installed msysgit in an extra folder side-by-side, because mixing up wasn't maintainable for me) hacking or similar, take this approach.
Install libraw stuff: Load the source archive, e. g. LibRaw-0.13.2.zip to some folder, lets say e:\temp and unpack it there. In the msys shell you started, change to the folder location where you have the unpacked sources and type:
mingw32-make -f Makefile.mingw
Assumed your mingw/msys is installed in h:\mingw/h:\mingw\msys\1.0 make a sub-directory local in h:\mingw\msys\1.0 and then copy the libraw.a file (in folder lib of the sources) to h:\mingw\msys\1.0\local\lib\ and the folder libraw in the sources folder as it is, such like h:\mingw\msys\1.0\local\include\libraw.
You may use the .project file for opening/building the app in CodeLite IDE: Create a new workspace there (Workspace >> New Workspace) and add the project (Workspace >> Add an existing project). Now hit Rebuild simply (context menu on the new project in the Workspace view).
You may also use the Makefile.mingw from the source distribution as a model to build your own libraw apps, as it contains all the needed compiler/linker switches and parameters already, personally I derived the CodeLite project configuration file from it.
In case you're using the pkg-config tool available as a bundle here already it could make sense to copy the *.pc files too, but that step is optional, here is what I did:
cp /e/temp/LibRaw-0.13.2/libraw_r.pc.in /h/mingw/msys/1.0/local/lib/pkgconfig/libraw_r.pc
cp /e/temp/LibRaw-0.13.2/libraw.pc.in /h/mingw/msys/1.0/local/lib/pkgconfig/libraw.pc
and changed the lines to (libraw.pc as an example):
prefix=/usr/local
exec_prefix=${prefix}
libdir=${exec_prefix}/lib
includedir=${prefix}/include
Name: libraw
Description: Raw image decoder library (non-thread-safe)
Version: 0.13.2
Libs: -L${libdir} -lraw -lws2_32 -lm -lstdc++
Cflags: -I${includedir} -w -DLIBRAW_NODLL -DLIBRAW_NOTHREADS
Please note that I changed the Cflags: a little more than filling out templates. Made that because the samples coming with the current libraw distribution contain include lines like #include "libraw/libraw.h" so a -I${includedir}/libraw... flag would be to inconsistent with that as the linker expected files to be at ${includedir}/libraw/libraw/libraw.h finally, so I shortened the path in the *.pc as seeming a less intrusive way to me (maybe using autotools here would save time, but I'm not shure, they are recommended on the Windows platform?).
Then the PKG_CONFIG_PATH environment variable has to include this new path:
$ echo $PKG_CONFIG_PATH
H:/Gtk+/lib/pkgconfig;H:/MinGW/msys/1.0/local/lib/pkgconfig
Finally you should be able to compile/link simply by:
$ g++ -o dump_rgb_from_raw_file dumprgb.cpp $(pkg-config.exe --libs --cflags libraw)
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