Compilation error "undefined reference to [...]"

[ChrisIRL]

Hello,

It seems I cannot use either of these 2 functions:

IsValidURL - http://msdn.microsoft.com/en-us/library/ms775112(v=vs.85).aspx
PathIsURL - http://msdn.microsoft.com/en-us/library/bb773724(v=vs.85).aspx

Dev-C++ is returning these error when in compile:

main.cpp: undefined reference to `IsValidURL@12'
main.cpp: undefined reference to `_imp__PathIsURLA@4'
collect2.exe: [Error] Id returned 1 exit status

Would you know what this means? And how to fix this?

I am trying to use these function in a simple command line program.
I run Dev-C++ 5.6.0 on Windows 8.1.

Thanks for your help! :-)
Chris.