Do you mean in the same directroy as the "exe"?
Yes, either that, or you can copy it to a system directory (C:\Windows or something).
However, behold the dangers of
Dll Hell when copying anything to a system directory.
Keeping one separate copy with the executable defeats the advantage of a dll (saving space), and it is tedious. However, it is bulletproof, too. Copying dlls to a system folder will work nicely for a long time, but one day in the future (possibly never), you will shoot your foot.
I had such a thing happen with Cygwin and Gaim about a year ago. After installing Cygwin, Gaim would crash every time at startup (it had worked all the time before). There was absolutely no reason why it should suddenly do that. I tried everything to get it to work again, in vain.
As it turned out (after a long, long time spent searching), it was a dll conflict, and removing the offending Cygwin dll from path made Gaim work like a charm again.
Such things happen rarely, but they are extremely annoying if they do (because you have no clue what's wrong). Therefore, I recommend to people to avoid copying DLLs to system dirs.
so I opened a project using the wxwidgets application an I build it and got:
You missed that:
Also, you must have wxUSE_UNICODE defined (because you're building a Unicode library).
The program is compiled non-Unicode and the linker does not find any non-Unicode functions because the functions in the library are Unicode ones (whenever you see a lot of
__imp__blahblah__STRING_blah errors, it's almost certain a Unicode/non-Unicode problem). Add
wxUSE_UNICODE to your compiler defines, and it will work.