You don't have to link -lyaml, just fix the declarations.

decode.go

diff --git a/decode.go b/decode.go
index 6f209f4..b5046c5 100644
--- a/decode.go
+++ b/decode.go
@@ -1,7 +1,6 @@
 package goyaml
 
 // #cgo LDFLAGS: -lm -lpthread
-// #cgo windows LDFLAGS: -L. -lyaml
 // #cgo windows CFLAGS: -DYAML_DECLARE_STATIC=1
 // #cgo CFLAGS: -I. -DHAVE_CONFIG_H=1
 //