About the textout_ex function undeclared it's because that function was introduced somewhere in Allegro 4.1.x, and 4.2.0 inherited it. That would mean the package you got is surely Allegro 4.0.x or a very old 4.1.x.
The conflicting declaration of BITMAP is because of Windows headers. If you don't include a Windows header with 4.2.0 it shouldn't complain AFAIK, but if you really need to include a Windows header be sure to include them in this order:
#include <allegro.h>
#include <winalleg.h>
#include <windows.h> // or the Windows header you need
And also add in Project -> Build options, Compiler, #defines: