The Problem is, I want to use libpcap in a bigger application, but i can't even integrate the libary into a simple HelloWorld.cpp. Atm I'm using Eclipse (MinGw Compiler) with Windows
If you want to use libpcap on Windows, you need a version of libpcap that's been ported to Windows. The libpcap source won't build on Windows; on UNIXes, libpcap can and does use packet capture mechanisms built into the OS, but it doesn't do so on Windows (for one thing, older versions of Windows, at least, don't have a packet capture mechanism built in!), so it also needs a driver.
One port of libpcap to Windows is WinPcap; it includes the necessary driver. If you install WinPcap, and then download the WinPcap developer's pack and install it, it should be possible to configure Eclipse so that your program can be built with WinPcap.