ENOENTBuild finished with error(s) - VS Code

Question

I'm trying to compile a .c file that's an example from an API. That API also has a .lib and a .h. It's my first time using VS Code. My file structure is as follows:

I have been fighting with the compiler to be able to link the .lib. Since, at the beginning, following this answer, the functions used were all "undefined reference".

As a result, I tried to follow this answer instead.

My tasks.json:

{
    "version": "2.0.0",
    "tasks": [
        {
            "label": "Compiler",
            "type": "shell",
            "command": "g++",
            "args": [
                "-c",
                "${workspaceFolder}\\example.c",
                "-IC:\\myproj"
            ]
        },
        {
            "label": "Linker",
            "type": "shell",
            "command": "g++",
            "args": [
                "${workspaceFolder}\\example.o",
                "-o",
                "${workspaceFolder}\\bin\\example.exe",
                "-LC:\\myproj",
                "-lmingw32",
                "-lSDL2main",
                "-lSDL2"
            ]
        },
        {
            "label": "Build Example",
            "dependsOn": [
                "Compiler",
                "Linker"
            ],
            "group": {
                "kind": "build",
                "isDefault": true
            }
        }
    ]
}

And my c_cpp_properties.json:

{
    "configurations": [
        {
            "name": "Win32",
            "browse": {
                "path": [
                    "C:\\myproj","${workspaceFolder}"
                ],
                "limitSymbolsToIncludedHeaders": true
            },
            "includePath": [
                "C:\\myproj","${workspaceFolder}"
            ],
            "defines": [
                "_DEBUG",
                "UNICODE",
                "_UNICODE"
            ],
            "compilerPath": "C:\\MinGW\\bin\\gcc.exe",
            "cStandard": "c11",
            "cppStandard": "c++17",
            "intelliSenseMode": "clang-x64"
        }
    ],
    "version": 4
}

After trying to build (Shift+Ctrl+B), I get this:

Starting build...
C:\MinGW\bin\gcc.exe -fdiagnostics-color=always -g C:\myproj\example.c -o C:\myproj\example.exe
spawn C:\WINDOWS\system32\cmd.exe ENOENTBuild finished with error(s).

What should I do?