I can include "angelscript.h" and use all of its methods/classes properly. I can include add on headers, but trying to use them gives me "undefined reference" problems.

I tried compiling with a lot of different parameters but that didn't work. Am I doing something wrong?

The addons are mostly implemented in separate source files stored in the /sdk/add_on folder. Add the appropriate source files for the add_ons you want to use from that folder to your project.