The link you provided is where I downloaded the program. How do you take the file and add it to the build? Im super new at all this, and appreciate your help.
I don't understand, are you using the official build or the alternative?
If you are using the official one, you don't need to do anything, because all the necessary files are already bundled.
If you're using the alternative, you need to copy SDL2.dll file from the official build (from where the .exe file is) and paste it into your alternative build (where the .exe file is).