You need to compile all of your source using winegcc/wineg++ and it also needs to perform the linking. Winegcc/g++ should link with kernel32 by default but for non-standard win32 dlls you need to add -ldllname.
E.g.
#include <windows.h>
int maint(int argc, char **argv)
{
printf("Hello world winelib\n");
Sleep(1);
return 0;
}
winegcc -o hello hello.c -ldll_name
