我也有同样的问题。对我来说，这解决了：
创建test.c

# include <mysql.h>

# include <stdio.h>

# include <stdlib.h>

int main(int argc, char**argv) {
  printf("MySQL client version: %s\n", mysql_get_client_info());
  exit(0);
}

安装mysql（需要管理员）

choco install mysql

编译

gcc -o test.exe test.c -IC:/tools/mysql/current/include C:/tools/mysql/current/lib/libmysql.dll

设置库的系统路径

# CMD for session

set PATH=%PATH%;C:\tools\mysql\current\lib\

# OR

# powershell session

$env:Path += ";C:\tools\mysql\current\lib\"

运行

.\test.exe

试试这样：

$ gcc version.c -o version  `mysql_config --cflags --libs`

更多信息请参见http://zetcode.com/db/mysqlc/