Hope this clarifies something...
-------------- Clean: Debug in test20181002db1 (compiler: GNU GCC Compiler)---------------
Cleaned "test20181002db1 - Debug"
-------------- Build: Debug in test20181002db1 (compiler: GNU GCC Compiler)---------------
mingw32-g++.exe -Wall -fexceptions -g -I"C:\Program Files\MySQL\MySQL Server 8.0\include" -I"C:\Program Files\MySQL\MySQL Server 8.0\include" -IC:\wxWidgets-3.0.4\include -I"C:\Program Files\MySQL\MySQL Server 8.0\include" -c D:\Michiel\Documents\C++\test20181002db1\main.cpp -o obj\Debug\main.o
mingw32-g++.exe -L"C:\Program Files\MySQL\MySQL Server 8.0\include" -LC:\wxWidgets-3.1.1\lib\ -L"C:\Program Files\MySQL\MySQL Server 8.0\include" -o bin\Debug\test20181002db1.exe obj\Debug\main.o "C:\Program Files\MySQL\MySQL Server 8.0\lib\libmysql.lib" "C:\Program Files\MySQL\MySQL Server 8.0\lib\mysqlclient.lib" "C:\Program Files\MySQL\MySQL Server 8.0\lib\libmysql.lib" "C:\Program Files\MySQL\MySQL Server 8.0\lib\mysqlclient.lib" "C:\Program Files\MySQL\MySQL Server 8.0\lib\libmysql.lib" "C:\Program Files\MySQL\MySQL Server 8.0\lib\mysqlclient.lib"
obj\Debug\main.o: In function `Z13Perform_QueryP5MYSQLPKc':
D:/Michiel/Documents/C++/test20181002db1/main.cpp:10: undefined reference to `mysql_query@8'
D:/Michiel/Documents/C++/test20181002db1/main.cpp:12: undefined reference to `mysql_error@4'
D:/Michiel/Documents/C++/test20181002db1/main.cpp:16: undefined reference to `mysql_use_result@4'
obj\Debug\main.o: In function `main':
D:/Michiel/Documents/C++/test20181002db1/main.cpp:26: undefined reference to `mysql_init@4'
D:/Michiel/Documents/C++/test20181002db1/main.cpp:30: undefined reference to `mysql_real_connect@32'
D:/Michiel/Documents/C++/test20181002db1/main.cpp:36: undefined reference to `mysql_fetch_row@4'
D:/Michiel/Documents/C++/test20181002db1/main.cpp:40: undefined reference to `mysql_free_result@4'
D:/Michiel/Documents/C++/test20181002db1/main.cpp:45: undefined reference to `mysql_error@4'
D:/Michiel/Documents/C++/test20181002db1/main.cpp:47: undefined reference to `mysql_close@4'
collect2.exe: error: ld returned 1 exit status
Process terminated with status 1 (0 minute(s), 2 second(s))
10 error(s), 0 warning(s) (0 minute(s), 2 second(s))