Just had to do some C++ development on a Windows 7 machine so I downloaded and installed wxDev-C++ on my machine and download the required packages for libcurl and added the -lcurl to the linker options for the project.

The problem came when I tried to compile to code, I got the following errors

[Linker Error] undefined reference to `_imp__curl_easy_init'
[Linker Error] undefined reference to `_imp__curl_easy_setopt'
[Linker Error] undefined reference to `_imp__curl_easy_perform'
[Linker Error] undefined reference to `_imp__curl_easy_cleanup'
[Linker Error] undefined reference to `_imp__curl_easy_init'
[Linker Error] undefined reference to `_imp__curl_easy_init'
[Linker Error] undefined reference to `_imp__curl_easy_setopt'
[Linker Error] undefined reference to `_imp__curl_easy_setopt'
[Linker Error] undefined reference to `_imp__curl_easy_setopt'

They all looked like I was missing the curl library, but it was in the linker options. After looking through the libraries available I discovered that there was a second libcurl library, libcurldll.a, so I changed the linker options to include

-lcurl -lcurldll

Having added in the extra library I could recompiled the code without any problems.