Adding the folder to PATH usually doesn't work out well for me. Instead, try this command. I just compiled the example with it without error:
g++ timer_ex.cpp ..\dlib\all\source.cpp -I.. -luser32 -lws2_32 -lgdi32 -lcomctl32 -limm32
The somewhat cryptic -I..
adds the folder one level up to the include search path. This is the right thing to do assuming your haven't changed the folder layout. But in general this is the easiest way to add something to the compiler's include search path.
You also probably want to add the -O3 option which will tell gcc to produce optimized executables. Generally this makes the resulting application a lot faster, especially if you are doing heavy numerical work.
As an aside, you should consider installing CMake. It's a convenient tool which sets up a project like this for you. It works on Windows, Linux, Mac OS and many other platforms. To use it to compile the dlib example programs you would just have to say cmake .
from within the example folder and then make
. There is also a free version of visual studio which is quite nice, and as a bonus cmake can automatically create the project files for you.