Hmm, which example did you try to compile and run? There shouldn't be anything left to set up, those two assigns are normal, and everything else should just work

As for specifying libraries etc, you can do that under the compile options menu, I think. It's been a while since I used AmiBlitz or Blitz period so I'm a bit rusty.. been meaning to install it under WinUAE so maybe I'll give it a try today.