Initialize = compile?
If you are using MinGW/Cygwin compiler, easier for compilation is probably using UNIX source codes of NTL and standard command line compilation using ./configure and make (mingw32-make) routines. Whole process is described in ntl documentation.
You did not give enought information ... at least what file or directory is missing would help ... but you probably forgot to set "search paths" in build options > search directories (In visual studio called "Additional include directories").
I`m new i this game so I`am sorry for bad info.
I have downloaded the zip-file from NTLs-homepage and extractet it in the desktop. I thought I needed to extract it somewhere in the codeblock-folder in "program files". Maybe it`s wrong because I don`t know where, and have tried different places, but it didnt work. After that I have heard about the the "build options" like you wrote, but which one shall I use? "Linker settings" let me browse for a file, but no files who I downloaded is accepted. The "Search directories" let me chose the folder I downloaded, but it still not working when I tries to include the library in codeblocks (#include <NTL>?).
I`m new in this game, so maybe i do some basic things that makes error. I`m using codeblocks compiler and windows 7 RC.
Thank you!