Glad you got it working, I'll remember to fix the makefile. Funny how the weirdest things can cause problems. You probably also needed the SDL DLLs to run the game since you're building for Windows.
As for the DATA thing, I will admit that the error handling at this point is vague to nearly non-existant, it's not really a priority, but you should at least see an error message if the game fails to load (or at least I do):
Yes it's not very descriptive or very flashy, but it does the job, and I would expect people to be able to read a few instructions. The current builds aren't intended for the average user after all.
Of course I have no idea what'll happen if your computer decides to not show the console. The message might jump into an abyss. The program might just crash. Who knows.
But I can't use anything platform-specific like MessageBox() either. I'd have to render a message myself onto the SDL screen. Problem is, if the game fails to load the resources, there aren't even any palettes or fonts to draw a message! I'd need some kind of failsafe resources to manage to scribble a desperate cry for help on the screen.
Again, another thing for the TODO list.