SDL Not Being Found For MinGW

I cannot for the life of me figure out what is wrong. I've followed the tutorial here: http://lazyfoo.net/SDL_tutorials/lesson01/windows/mingw/index.php

I cannot get g++ to compile. I receive the following error:

testgame.c:1:21: fatal error: SDL/SDL.h: No such file or directory
 #include "SDL/SDL.h"

Here is the code in the file:

#include "SDL/SDL.h"

int main( int argc, char* args[] )
{
    //Start SDL
    SDL_Init( SDL_INIT_EVERYTHING );

    //Quit SDL
    SDL_Quit();

    return 0;    
}

Directories:

C:\MinGW\include\ - This is where I placed the SDL folder with *.h files

C:\MinGW\lib\ - This is where I placed all the lib files for SDL

I've also placed the SDL.dll in my file/executable directory.

I'm using the following to compile:

g++ -o testgame.exe testgame.c -lmingw32 -lSDLmain -lSDL

I have no idea what I could be doing wrong. I've searched all over and nothing has worked so far. Please help!

Thanks, Travis

Update:

Changing the include statement to:

#include "C:/MinGW/include/SDL/SDL.h"

Fixes the initial error but now I receive:

C:/Strawberry/c/bin/../lib/gcc/x86_64-w64-mingw32/4.9.2/../../../../x86_64-w64-mingw32/bin/ld.exe: cannot find -lSDLmain
C:/Strawberry/c/bin/../lib/gcc/x86_64-w64-mingw32/4.9.2/../../../../x86_64-w64-mingw32/bin/ld.exe: cannot find -lSDL
collect2.exe: error: ld returned 1 exit status

@cat Suggested the following:

g++ -o testgame.exe testgame.c -lmingw32 -L.SDLmain -lSDL

However this returned this error:

C:/Strawberry/c/bin/../lib/gcc/x86_64-w64-mingw32/4.9.2/../../../../x86_64-w64-mingw32/bin/ld.exe: cannot find -lSDL

@vonaka Suggested:

g++ -o testgame.exe testgame.c -lmingw32 -LC:/MinGW/lib/

However, this returned multiple errors.

Solution

I've figured out how to fix this problem. I placed all the relevant SDL and/or SDL2 files into a separate folder in C:\ called mingw_dev_lib. Then I explicitly stated the paths to the lib folder and the include folder inside this new directory with the following:

gcc testgame.c -IC:\mingw_dev_lib\include\SDL2 -LC:\mingw_dev_lib\lib -w -Wl,-subsystem,windows -lmingw32 -lSDL2main -lSDL2 -o testgame.exe

The compilation was successful after these steps. It is strange though that it wouldn't compile when trying to access these files and the standard C:\MinGW directories.