If GPU-Z is finding an OpenCL platform then it's working. And, no, a .dll is fine for linking. You might need to tell MinGW to search for it though, I'm not sure it searches System32 by default. Try passing -LC:\Windows\System32 or something like that to the linker (or copy the DLL in your project folder). Loading the entry points of every function manually is stupid since the header already does it for you automatically, you just need to set the linker up right.
It would be great : O but this is not working
(i copied the opencl.dll into mingw lib directory)
c:\!CODE>c:\mingw\bin\gcc -Wall main.c -lglew32 -lopengl32 -lglu32 -lfreeglut -lOpenCl
main.c:95:1: warning: multi-line comment
main.c:193:1: warning: multi-line comment
C:\DOCUME~1\ADMINI~1\LOCALS~1\Temp/ccMDNaaa.o(.text+0x137):main.c: undefined reference to `clGetPlatformIDs@12'
C:\DOCUME~1\ADMINI~1\LOCALS~1\Temp/ccMDNaaa.o(.text+0x171):main.c: undefined reference to `clGetDeviceIDs@24'
> Execution finished.