положил /curl/*.h в mingw/include
а libcurl.a и libcurldll.a в mingw/lib

всё равно ошибки

C:/qt4/projects/curl/Debug/../main.cpp:68: undefined reference to `_imp__curl_easy_init'
C:/qt4/projects/curl/Debug/../main.cpp:73: undefined reference to `_imp__curl_easy_setopt'
C:/qt4/projects/curl/Debug/../main.cpp:74: undefined reference to `_imp__curl_easy_setopt'
C:/qt4/projects/curl/Debug/../main.cpp:75: undefined reference to `_imp__curl_easy_setopt'
C:/qt4/projects/curl/Debug/../main.cpp:76: undefined reference to `_imp__curl_easy_setopt'
C:/qt4/projects/curl/Debug/../main.cpp:77: undefined reference to `_imp__curl_easy_setopt'
main.o:C:/qt4/projects/curl/Debug/../main.cpp:78: more undefined references to `_imp__curl_easy_setopt' follow
main.o: In function `main':
C:/qt4/projects/curl/Debug/../main.cpp:81: undefined reference to `_imp__curl_easy_perform'
C:/qt4/projects/curl/Debug/../main.cpp:84: undefined reference to `_imp__curl_easy_cleanup'