The linker thinks "D:\CodeBlocks\MinGW\lib" is a library, but it is not. It is a folder.
You have to add the folder where the libraries are in
Project->Build options->Search directories->Linker
and the libraries only with name in
Project->Build options->Search directories->Linker settings->Link libraries
Do not add any library settings in "Project->Build options->Search directories->Linker settings->Other linker options"
or if you do keep atention that "-L" is for folders and "-l" is for libraries
in the line posted by stahta01:
mingw32-g++.exe -LG:\SDL\SDL-devel-1.2.15-mingw32\SDL-1.2.15\lib -LG:\SDK\Lib -LD:\CodeBlocks\MinGW\lib -o bin\Debug\WindowMain_0.exe obj\Debug\WindowMain_0.o -lmingw32 -lSDLmain -lSDL D:\CodeBlocks\MinGW\lib
You can see that
has no option prefix ("-L" or "-l") so you have posted this in one place where you should not...
[Edit:] ok, someone was quicker, but i post it anyway