I have downloaded Bullet Physics' source on github and followed several different instructions on building/integrating its libraries into my project.
However, it doesn't matter the approach I choose, I always end up getting the same errors:

One of the guides I followed it this: http://bulletphysics.org/mediawiki-1.5.8/index.php/Creating_a_project_from_scratch
I have tried variations of two approaches:
1) Building Bullet's .lib files, placing it on my project as:
/bullet /bullet/src /bullet/lib
and linking the libs on my cmake, including src on it.
2) placing everything I extract from bullet source (as it comes from git repos) on /bullet in my project folder.
then adding subdir /bullet to my cmake and linking it to my project.
Both give the exact same output as in the image.
What am I doing wrong?
Edit: Basically, what I want to do is have the source of Bullet together with my project so that when I make my project, it will compile Bullet once and it will be there to be used statically.
Because my project works on Windows/OSX/Linux I want to have the source to create the static libs rather then the static version to each OS. (However I can't make it work right now with just the Windows version already built).