SRB2/libs/SDL2/INSTALL.txt

The 32-bit files are in i686-w64-mingw32
The 64-bit files are in x86_64-w64-mingw32

To install SDL for native development:
    make native

To install SDL for cross-compiling development:
    make cross

Look at the example programs in ./test, and check out online documentation:
    http://wiki.libsdl.org/

Join the SDL developer mailing list if you want to join the community:
    http://www.libsdl.org/mailing-list.php

That's it!
Sam Lantinga <slouken@libsdl.org>