The pragma you use only works for the Visual C++ Compiler and will be ignored by the gcc
#pragma comment(lib, "ws2_32")
you have to add the ws2_32.lib it manually in the makefile. like:
-L"ws2_32"
(I guess it was without the ".lib" at the end)
at the end of the g++ line. You have of course add the full path which I have not by hand at the moment.