I could compile gsspapi program using libs and dll provided by MIT. the files I needed were gsskrb5.dll,gssapi32.lib,comerr32.lib
These will depend upon the version of kerberos for which they were compiled but I was successful in compiling the example given by mit http://web.mit.edu/macdev/KfM/KerberosFramework/Kerberos5/Tools/GSSExample/ using MinGW gcc compiler after few tweaks.
However I could not communicate successfully using SSPI api by microsoft (that may be due to my lack of knowledge)