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Okay. I have Windows and Dev-Cpp. I have created a new project, and I have compiled and linked your source code ... successfully !

The first time, I had exactly your error message.
Then, I...

Maybe libwinmm.a should be placed in your Somedirectory\Dev-Cpp\lib directory, or you might need to specify the directory with -L"Somewhere/lib" (capital L this time).
Or maybe a space is needed...