It's part of the Windows SDK and should come with your compiler / IDE.
How to add it depends on what IDE you use. In Visual Studio you just add #pragma comment(lib, "Winmm.lib")
Thanks for the libwinmm.a tip Furry! It works now!
And eec - you don't need the absolute path - just make sure the file is in the same folder as the EXE.
it won't work until you add Winmm.lib to your project, this way you won't get those errors. It's pretty important to detect those kind of errors and fix them as quick as possible and I recommend you using some program such as checkmarx or others if it's getting too hard for you. Just make sure you maintain code security within you code.
Good luck.
Ben.