Don't follow shitty tutorials, saves you a lot of trouble.
Just for the record, there is no such thing like CodeBlocks C++, your problem is unrelated to CodeBlocks and offtopic for this forum.
You either did not follow the steps of that tutorial and didn't link any of the MySQL libs or your compiler can't read these precompiled ones. Their names look like MSVC but they are C only so GCC might be able to read them.