You'll have to also include the library when compiling the code. I *think* it's
but I'm not 100% on the name of the library.. that should be right. If your SDL library isn't in a standard place (/lib. /usr/lib, /usr/local/lib) you'll also have to put -L/path/name/to/libraries before the -lSDL.
Also, if it doesn't find 'SDL', try 'sdl' also.