Have you build CS in release or Debug?

and have you followed these instructions to the letter?

http://www.crystalspace3d.org/docs/online/manual-0.98/cs_126.html#SEC304

"What version of CS?" - 0.99
"What kind of object is it? If you're using 'thing' then you have the overhead of the lightmaps." Yes thing
"It is hard to do a fair comparison" - I don't try to compare. just want good speed:))) And I hope that the engine can provide it
So what should I do?

thanks

Change them to genmehses rather than thing, also I'm not completly sure, but i think VBO was disabled in 0.99 by default for everyone, enabling this will give you large gains on newer graphics cards.

the blend2cs project has long been made redundant by the highly useful blender2crystal

http://b2cs.delcorp.org/index.php/Main_Page

please use this exporter in future.

-Animated textures : Yes crystalspace supports animated textures (in the mng format, and there is also an application that does divXvideo)

-Gui: i'm not to sure if you're able to use animated textures on Aws of CEGui, but i would assume so, you'd have to check their respective documentation.

-Occlusion Culling: Yes, Dynavis is the name of crystalspace's occlusion culler and you can determine on a sector to sector basis if you want to use if or not. 

It likely that you have made an error in specifying your include files because windef.h is infact in
C:\Program Files\Microsoft Platform SDK\include

Which it says to add to your include paths.

The water shader shown on the picture was one of Dentoid's experiments with the early NR, it's very likely it doesnt work anymore as it was not just the shader used to do that, but i would assume a mix of render to texture and shaders. You're likely to have more success with shaders if you are capable of writing your own.

If you are using the express edition you MUST follow these instructions to the letter:

http://msdn.microsoft.com/vstudio/express/visualc/usingpsdk/

Similar things have already been done with specialised terrain engines, I don't have the links at the moment, but if i find them i will update this post.

The Crystalspace Project uses the JAM build system and make is only wrapped around it, please attempt type "jam" after configure instead of "make -k all"

Which application are you trying to run would be nice information to have.

The error itself is somewhat self explanitory but cannot tell us the reason why it did not load, it might be that you havnt setup the configuration manager in your application, or the configuration manager failed to compile.

Currently there are no plans to have Code::Blocks project files.

For that to happen, it is up to a Code::Blocks user to create a generation template as is done with the MSVC, not just create project files that quickly become out-of-date in a project as fast-moving as Crystal Space.

Even if you hate MSVC, the Jam templates are a viable way to compile CS, and your own project can use Code::Blocks if you so wish, because of this, supplying code::blocks project files is rather low-priority.

Hope this answers your question.

Ogre is NOT a game engine. It's a rendering engine.

Crystalspace is also NOT a game engine, that just happens to be one of it's uses.

did you do as it instructed in the error and recompile in debug?

Did you verify for certain that the build command uses the proper compiler and linker flags for CEGUI? On Windows, the latest version of cs-win32libs contains a pre-built copy of CEGUI which should just work "out-of-the-box", so to speak.

cs-win32libs does not contain a version of CEGUI for MinGW/Msys for some reason.

actually 0.99 is the CURRENT version, 0.99 is the intermediate between 0.98 and 1.00 whether it be CVS or psuedo stable, but the psuedo stable is getting old as well.