Dear all, I finally managed to install and use GSL in a Windows environment. In case it helps anyone else in the future, here are the steps I followed.
Please let me know what you think, anyway. First of all, despite my question was specifically about Visual Studio Code, I finally decided to stick with Code::Blocks (https://www.codeblocks.org/) as an IDE for my programming tasks. Why? Because I managed to understand how it works and how to set it up. And because I do not need a programme with many features, but just the essential ones. 1. Install MSYS2 (https://www.msys2.org/) following the instructions on the same webpage, including the part in which MinGW is installed. NOTE: You may need to add `C:\msys64\` to the PATH environment variable in Windows. 2. Install the GSL. The binary files are available as a MSYS2 package (mingw-w64-x86_64-gsl), so there is no longer need to download/clone the source files and compile them. HOW TO DO THIS: 2.1. Open a session of MSYS2. 2.2. Type `pacman -S mingw-w64-x86_64-gsl` (without the inverted comas). 3. Install Code::Blocks (https://www.codeblocks.org/downloads/binaries/). You may choose the installation file ended in `-setup.exe`, or the one that ends in `mingw-setup.exe` which does include MinGW (although we will be using the MinGW version that was installed together with MSYS2). 4. Tell Code::Blocks where the compiler MinGW is located: 4.1. Go to Settings > Compiler... > Toolchain executables. 4.2. Type `C:\msys64\mingw64` in Compiler's installation directory and press OK. 4.3. Go to Settings > Debugger... > GDB/CDB debugger > Default. 4.4. Type `C:\msys64\mingw64\bin\gdb.exe` in Executable path and press OK. 5. Tell Code::Blocks where the GSL is located: 5.1. Go to Settings > Compiler... > Linker settings. 5.2. Add `C:\msys64\mingw64\lib\libgsl.a` and `C:\msys64\mingw64\lib\libgslcblas.a`. This worked for me, so far. Anyway, I am new to MSYS2 and to using 3rd party libraries in C, so any critiques of these instructions will be strongly welcomed. I suggest keeping the answers within this thread, so that people interested in this very same subject can easily find the discussion and answers in the future. Best, -- vicent @vginer_upv vigibos.webs.upv.es