Library HELL, please help

[DELOCH]

Dear Veteran Coders.

For many years now, I have wanted to practice C++ and C outside the scope of the "standard libraries", I want to play around with OpenGL, cegui, SFML, Allegro, cairo, wxWidgets, and other interesting libraries.

I currently use MinGW and Visual Studio 2012.

The problem I am facing is that every time I start setting up, I become overwhelmed with outdated project warnings, incomprehensible instructions, and quite a few times I was even instructed to build the library from source myself, as a novice!

Since I have been a programming "hobbyist" for quite a while now, I have come to believe in project integrity, that a project that works will work on any system granted I include all the dependencies. However, many tutorials instruct me to copy the include files into include of visual studio, and copy DLLs into windows, and other silly non-portable advice. This is really frustrating and is very discouraging.

While I am not complaining, this is becoming very frustrating and I am looking for words of wisdom to help me get this problem out of my way. I am very interested in getting it all set up, as I have a novice background in Java, where the standard library is much larger, and I am allowed to practice much more things before I am forced to seek external libraries.

Thanks ahead of time.
~DELOCH