I asume you skiped first two chapters wich explain what is needed to be done to sucsesfully initialize SDL. SO i recomend to read them one by one, becouse only this way you will manage to get things going.
Probably the cuse of the problem in your case is that your program can't find path to sdl.dll dynamic library wich is requred for SDL to work at all. So make sure that sdl.dll is either inside your projects directory or somwhere on the system path, "C:\Windows\System32" for instance.