Qxt consists of several modules, each of which lives in a separate library.
If you use qmake to build your projects, you can tell qmake to link and include a specific module (this example uses core and gui) by adding the following line to your .pro file:
CONFIG += qxt
QXT += core gui
On Windows, if you do not use qmake or the Qxt Integration you have to
See also Qxt's Classes.