[SOLVED]LibGDX - LWJGLApplication

Newbie & Debugging Questions
#1

I’ve decided to try to learn LibGDX by the docs, and only read a tutorial if necessary.
Long story short, to try to test if LibGDX works, I’m making a simple window. I can’t use Eclipse or NetBeans, so I use Crimson Editor.
The program can’t run because it threw an exception, stating that it can’t find gdx.dll?
What’s wrong? If you need more information:

import ... ApplicationAdapter;
import ... LWJGLApplication;

public class MainWindow extends ApplicationAdapter {
  public MainWindow() {
    new LWJGLApplication(this, 800, 600, false);
  }

  public static void main(String[] args) {
    new MainWindow();
  }
}

Command:javac -cp .;gdx.jar;gdx-backend-lwjgl.jar MainWindow.java
Command:java -cp .;gdx.jar;gdx-backend-lwjgl.jar MainWindow

Thank you!