I have this lib here:
C:\Program Files\Microsoft SDKs\Windows\v7.1\Lib
I just need to tell the project where it is. How do I it?

You are going to use VC libraries in a MinGW compile. VC libraries have a .lib
extension. MinGW have a lib prefix and a .a extension. Also there may be
differences in the header files associated with the library. But if you want
to try it...

You need to add the path to the "project properties" dialog. You can either
include it as part of the library file ID or as an additional path name. I
don't have Devcpp installed so I cant tell you exactly where. In both cases
you may need to rename the file. For example ole32.lib would be renamed to
libole32.a.

If the library doesn't work there is a way to convert it. But you should be
sure that all the other problems are resolved first, such as any problems with
the header. If you are using something not supported by MinGW it may not be
possible to fix it.

Another problem I just noticed. The VC files are probably 64 bit. Are there
equivalent files in the "Program Files (x86)" folder?

I checked the MinGW library files on my computer. The ws2_3.lib is there as
libws2_32.a. It is in the MinGW\lib folder. Do you have it? You may just need
to update your MinGW compiler files.

Thank you for the answer! I also have the libws2_32.a. Thank you for the
advice! I still get the same errors. I should probably try to learn how to
make the Makefile and do enerything by hand. As someone pointed out: This IDE
is (maybe too) old.

Here is the makefile

Project: FTPTest

Makefile created by Dev-C++ 4.9.9.2

CPP = g++.exe -DDEBUG
CC = gcc.exe -DDEBUG
WINDRES = windres.exe
RES =
OBJ = main.o BlockingSocket.o FtpClient.o FTPFileState.o FTPListParse.o
FTPDataTypes.o $(RES)
LINKOBJ = main.o BlockingSocket.o FtpClient.o FTPFileState.o FTPListParse.o
FTPDataTypes.o $(RES)
LIBS = -L"C:/Dev-Cpp/lib" -L"C:/Program Files/Microsoft SDKs/Windows/v7.1/Lib"
"../../../../../Program Files/Microsoft SDKs/Windows/v7.1/Lib/WS2_32.Lib"
../../../../../MinGW/lib/libws2_32.a -g3
INCS = -I"C:/Dev-Cpp/include"
CXXINCS = -I"C:/Dev-Cpp/lib/gcc/mingw32/3.4.2/include" -I"C:/Dev-
Cpp/include/c++/3.4.2/backward" -I"C:/Dev-Cpp/include/c++/3.4.2/mingw32" -I"C
:/Dev-Cpp/include/c++/3.4.2" -I"C:/Dev-Cpp/include" -I"C:/Program
Files/Microsoft SDKs/Windows/v7.1/Include"
BIN = FTPTest.exe
CXXFLAGS = $(CXXINCS) -fexceptions -g3
CFLAGS = $(INCS) -fexceptions -g3
RM = rm -f

.PHONY: all all-before all-after clean clean-custom

all: all-before FTPTest.exe all-after

clean: clean-custom
${RM} $(OBJ) $(BIN)

$(BIN): $(OBJ)
$(CPP) $(LINKOBJ) -o "FTPTest.exe" $(LIBS)

main.o: main.cpp
$(CPP) -c main.cpp -o main.o $(CXXFLAGS)

BlockingSocket.o: BlockingSocket.cpp
$(CPP) -c BlockingSocket.cpp -o BlockingSocket.o $(CXXFLAGS)

FtpClient.o: FtpClient.cpp
$(CPP) -c FtpClient.cpp -o FtpClient.o $(CXXFLAGS)

FTPFileState.o: FTPFileState.cpp
$(CPP) -c FTPFileState.cpp -o FTPFileState.o $(CXXFLAGS)

FTPListParse.o: FTPListParse.cpp
$(CPP) -c FTPListParse.cpp -o FTPListParse.o $(CXXFLAGS)

FTPDataTypes.o: FTPDataTypes.cpp
$(CPP) -c FTPDataTypes.cpp -o FTPDataTypes.o $(CXXFLAGS)

You are including both the Microsoft and the MinGW file. Remove the Microsoft
file (-L"C:/Program Files/Microsoft SDKs/Windows/v7.1/Lib" AND
"../../../../../Program Files/Microsoft SDKs/Windows/v7.1/Lib/WS2_32.Lib" ).
It should make no difference if you are using the Devcpp project file or a
Makefile to compile.

What errors are you getting?

You can get a newer version of Devcpp at https://sourceforge.net/projects/orw
elldevcpp/ . It will have a
newer compiler version also.

It helped to delete this reference to the .Lib-file and using the MingW lib in
stead. I didn't need the Windows SDK lib. AND then Code::Blocks works and
Devcpp is too old. Luckily Code::Blocks can import devcpp-projects. I am up
and running. Thanks for your help!
(I was ill for some days - hence the late answer)

Thanks for sharing!