your -L
is inside of your quotes. Have you tried:
g++ -L "C:\\Libraries\\crypto++" -lpthread -o "Grum Net.exe" "src\\VaultNode.o" "src\\User.o" "src\\Grum Net.o"
Now that g++ know where to look for your libs, you'll also need to specify which libs from the C:\Libraries\crypto++ directory you'd like to use:
g++ -L "C:\\Libraries\\crypto++" -lcryptolib1 -lcryptolib2 -lpthread -o "Grum Net.exe" "src\\VaultNode.o" "src\\User.o" "src\\Grum Net.o"