Hi datorgalva,
Your initial issue was with MinGW(gcc). This looks like a screen shot from MicroSoft Visual Studio. Have you built our example projects (solution file located in <wolfssl-root>/wolfssl64.sln)?
If not please take a look at those projects and the pre-processor macros used. You will need to build with the same macros.
I see you've included <wolfssl/options.h> is this because you built with MinGw(gcc), were able to generate options.h with configure script and now are trying to build in VisualStudio using the MinGW(gcc) compiled library?
wolfssl/options.h is usually not available in windows environment unless you write it by hand. Instead we use the file <wolfssl-root>/IDE/WIN/user_settings.h to control our windows projects and we define "WOLFSSL_USER_SETTINGS" so that file gets pulled in.
I'll wait for your answers on my above questions.
Regards,
Kaleb