Para compilar basta ter a biblioteca STD_Include no seu Path do TDM_GCC e executar o seguinte comando na pasta src:
g++ -std=c++11 Game.cpp State.cpp Sprite.cpp Music.cpp Component.cpp GameObject.cpp Vec2.cpp Face.cpp Rect.cpp Sound.cpp Resources.cpp TileSet.cpp TileMap.cpp InputManager.cpp Camera.cpp CameraFollower.cpp -Wall -lmingw32 -lSDL2main -lSDL2 -lSDL2_image -lSDL2_mixer -o Game