ELI5 how to install an external library like curl? - c++

Hi guys I've been coding in C/C++ for a little while now but I'm struggling to install external librarys. As an example I wanted to install and use curl but I apparently have no clue what I'm doing. If anyone could be kind enough to go step by step on how to install it/other libraries it would be amazing.
Thank you!
edit: I am using mingw and codeblock

If using Visual Studio: cURL NuGet
I just found out today at my job that Visual C++ supports Nuget, and used it to load the Boost C++ Library a piece at a time (using only the pieces I needed) ... huge time saver ...

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