SDL source path is at the same level as "uppsrc" assembly (that's why I used "../..").
Additionally you have to add the following at the end of main.cpp:
#if defined(PLATFORM_WIN32) && defined(COMPILER_GCC)
int APIENTRY WinMain(HINSTANCE hInstance, HINSTANCE, LPSTR lpCmdLine, int nCmdShow){return main(0,NULL);}
#endif