Error when linking to SDL

I compiled SDL with cygwin. When compiling I saw this warning quite a
lot, but it went smooth besides it:

cc1: warning: changing search order for system directory
"/usr/include/mingw"
cc1: warning: as it has already been specified as a non-system
directory

I created a simple program:

#include <stdio.h>

int main(int argc, char* argv[]){
printf(“Hello World\n”);

    exit(0);

}

If I compile this like this:

gcc -o test1.exe test1.c

I get this output when I run it:

Hello World

With out changing the code at all, if I compile it like this:

gcc -o test1.exe sdl-config --cflags sdl-config --libs test1.c

The program will crash when I try to run it.

Any ideas on what the problem could be?