i've success compile clanlib by vs2010 express.
i've also added *.lib which built by vs2010 to codeblocks environment as i do on linux.
D:\WORK\first\main.cpp|17|undefined reference to `clan::SetupCore::SetupCore()'|
... ...

#define WIN32

#include <ClanLib/core.h>
#include <ClanLib/application.h>
using namespace clan;
class ConsoleProgram
static int main(const std::vector<std::string> &args);
// Create global application object:
// You MUST include this line or the application start-up will fail to
// locate your console application object.
Application app(&ConsoleProgram::main);
int ConsoleProgram::main(const std::vector<std::string> &args) // Setup clanCore:
SetupCore setup_core;
// Create a console Window if one does not exist:
ConsoleWindow console_window("Console");
// Write a line to the console:
Console::write_line("Hello World!");
// Wait for a key so the window won't close immediately.
return 0;