Tutorials on Linking

Ok, I thought I understood linking as I have done it before on other occasions, but it seems that I'm wrong. What frustrates me this time is that I can't seem to find a tutorial on linking for the wxDev-C++ IDE or even a tutorial that explains linking in any other compiler where I can maybe figure out what I'm doing wrong in my prefered environment. By explain I mean tell me what I am doing and not just what to do. Every resource I find seems to stop just shy of importing libraries that aren't native to the tool it's using.

PROBLEM: I've had several projects that I've wanted to do and the stumbling block is always the new libraries not working at all for me, some examples are SDL and boost.asio but there are more. For a while I was in denile thinking that it's the authors fault but now I'm ready to except that I simply don't know what I'm doing here. So if any one can help with more then "Use Microsoft Visual Studios, it does the work for you" it would be a great thing to me.

MY TRAINING: As you may have guessed I am self taught, I attended one class in college that had to do with C\C++ but it was an intro class and I had to change schools afterwards to one that didn't offer a course in this amazing language. I'm used to digging things like this up on my own but I think I'm looking for the wrong thing or my terminolgy is off by a few words because for a little more then a week now I've made no progress, and I've searched before in the past with no success.

I'm still looking now, I may be on to something and I'll be checking this thread regularly if anyone can offer me any help.

EDIT: Also if you think I'm asking the wrong question I won't be offended if you tell me. I have in the past been so fixated on the wrong thing that run in circles for weeks.
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This is for a linux system (gcc): http://www.network-theory.co.uk/docs/gccintro/gccintro_25.html

More stuff for linux: http://tldp.org/HOWTO/Program-Library-HOWTO/shared-libraries.html



Someone else who may have a similar issue with boost: http://bytes.com/topic/c/answers/531108-not-able-link-against-boost-library

Between these three, hopefully you can garner something. I am not familiar with wxDev-C++ (I use eclipse), so I don't know any good resources for that compiler.

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