Edit: The solution is to put add_compile_options("-std=c++11") inside the CMakeLists.txt of the project. That didn’t work for me for quite a while for some reason.
Maybe I’m missing something but I think there was a CMake option for Urho 1.4 to enable C++11. Now there isn’t and I can’t use C++11 stuff in my project (which also doesn’t have a C++11 option in the CMake GUI.)
I tried add_compile_options ("-std=c++11") in my projects CMakeLists.txt but still no C++11.
Also In another really similar project using the same Urho build I have C++11, which is quite odd.
Am I doing something wrong? What happened to the option?
(Using MinGW64 5.2.0 on Windows 10 with Codeblocks)

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The Windows 10 SDK is the one, true, glorious SDK… for Windows 10.
I didn’t knew that. I searched for Direct X SDK, found that, it worked and so I wrote that. I was really surprised that it seemed to be sold, from 2010. Getting the DirectX 9 SDK was the usual step when wanting to use DirectX 9 back in my CrystalSpace and Ogre days.