What are you building on? And what c compiler are you using? Have you looked at the linux build script in the repo: https://github.com/decred/cgminer/blob/3.7/build_linux.sh
Thanks, jcv for your reply ! I am using mingw32 (gcc compiler) in ubuntu 14.04 and I used this command for configure: CPPFLAGS="-I`pwd`/../win32/include" LDFLAGS="-L`pwd`/../win32/lib -lcurldll" ./configure --host=i586-mingw32msvc --disable-git-version --enable-opencl --disable-adl
In that case you should definitely check out the windows cross compiling script: https://github.com/decred/cgminer/blob/3.7/build_windows.sh I've used that on Ubuntu 16.04 to compile for windows. Ubuntu 14.04 is pretty old. I know it was an LTS, but it was always pretty far behind in terms of compilers and libs.