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Compiling MySQL Clients on Windows
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In your source files, you should include `windows.h' before you include
`mysql.h':

     #if defined(_WIN32) || defined(_WIN64)
     #include <windows.h>
     #endif
     #include <mysql.h>

You can either link your code with the dynamic `libmysql.lib' library,
which is just a wrapper to load in `libmysql.dll' on demand, or link
with the static `mysqlclient.lib' library.

Note that as the mysqlclient libraries are compiled as threaded
libraries, you should also compile your code to be multi-threaded!