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The problem isn't in your source code, it's in your compilation settings.
You need to tell the compiler what additional libraries to link with the program you're making. There may be a project/compiler settings tab in DevC++ to do this, or otherwise you may have to look at the makefile if you're using gcc.
I'm not familiar enough with DevC++ to offer more help, but hopefully this can at least point you in the right direction.
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