So folks, I got it sorted out!
report my solution!
I was compiling the lib correctly!
But I was trying to use it in codeblocks!
In Code :: Blocks you have to make some settings to work!
Already in Visual Studio 15 2017, it worked without making any extra configuration!
Just call lib to the project!
In Code :: Blocks I downloaded the generic lib already compiled directly from the official libcurl download page
Link >>
https://bintray.com/artifact/download/vszakats/generic/curl-7.60.0-win32-mingw.zip
It already comes in the right format for you to include inside the compiler folder of Code :: Blocks!
Ex: "C:\Program Files (x86)\CodeBlocks\MinGW\"
Including in the compiler folder of Code :: Blocks simply add the include "curl / curl.h" and add the following >> -lcurl flag to your project!
Finally you must compile the lib in release mode to be able to access the dll, in order to run the compiled file!
dll goes to the same folder as the compiled file!