Yes, as I said I got the libraries (in a sapgui cd). The program compiled ok, but when run it stops with the above error.
I added the following dlls: librfc32.dll, librfc32u.dll, icuuc20.dll, icuin20.dll, icudt20.dll, and libsapu16.dll.
Looking at the name, probably libsapu16.dll is not for Win32...