@jschell Thanks for your response, And i just want to know one more thing. So, to add a library to build path, we must have the header files (.h) and also library files(.dll on windows)of that library. isn't it ?

First of all, i am new to c++. I am using Netbeans IDE with mingw compiler (as i am familiar with it in java development). I want to add a new library (some thing like port audio). I have copied the include files in the port audio to mingw's include library. Code suggest in netbeans is showing the headers and functions of port audio, But the build process showing erros like

undefined reference to `Pa_Initialize'

On the whole, what ever may be the IDE or what every may be the library to add, What to do inorder to add a library to build process??

Nearly, i have the same experience in programming. I have the same problem in the very beginning stage. What i have done is, when ever i have encountered a problem / bug i just note down that reason for the problem/bug and simple solution in a simple text file, or in a flash card for more visual attraction. On the next time before i started to implement/design an application i have just open those saved files to have a quick look on my previous mistakes. In this way, my bugs are reduced in a very short time.