I am including a third party header and source file into my project.
At the top of the header there is this:
#if defined(WIN32) || defined(WIN16) #i
Visual Studio has the built-in define _WIN32. mingw-gcc has WIN32 and _WIN32 built-in so the project was likely tested using gcc. You might add
#if defined(_WIN32) && !defined(WIN32) #define WIN32 #endif
or just add a -DWIN32 to the CFLAGS.