[Dev-C++] Newbie Quesition

I'm trying to learn to use Dev-cpp 5, but I'm having a little trouble 
figuring out how to compile programs that I download.  I downloaded some 
libraries that I need, and they came in a nice fancy directory structure 
with a make file and all.  How do I go about compiling these with Dev-Cpp.  
If I were on linux or something, I'd know exactly what to do from the 
comand-line, but this graphical tool is a little strange to me.  Do I have 
to create a new project?  If so, what files do I need to add to the project, 
and how do I get it to "make"?  Once the libraries are built, where do I put 
them?

thanks!
DrG

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