[noob]Using SDL with devkitPSP?

[napco]

Hi! I'm quite new to homebrew development. I've compiled successfully an Hello World using devkitPSP (on windows), and i'd like to start using SDL with it (to make games portable, etc...). Is there a way to install them on devkitPSP?

By the way, i've bought a GP2XWiz, and i'd like to develop apps also for it, but i'm under windows... Is there a way?