The official wiki seems to not work nicely describing Sublime setup. Here are some steps to get similar experience to default installation with Notepad++ when working with Sublime Text, and run Raylib examples without issues.

Tested with Raylib 5.5 and Sublime Text 3 on Windows 10.

1. Download raylib from itch.io and install to default path “C:\raylib”.
2. Ensure “C:\raylib\w64devkit\bin” is added to environemtal variable path.
3. Add folder “C:\raylib\raylib” to Sublime project.
4. Create new build system in Sublime named “Raylib.sublime-build” with following content:

   {
       "shell_cmd": "gcc.exe -o ${file_base_name} ${file} -LC:/raylib/raylib/lib -lraylib -lm -lpthread -lgdi32 -lopengl32 -lwinmm -Iexternal -DPLATFORM_DESKTOP",
       "file_regex": "^(..[^:]*):([0-9]+):?([0-9]+)?:? (.*)$",
       "working_dir": "${file_path}",
       "selector": "source.c",
       "shell": false,
       "variants": [
           {
               "name": "Run",
               "shell_cmd": 
                   "gcc.exe -o ${file_base_name} ${file} -LC:/raylib/raylib/lib -lraylib -lm -lpthread -lgdi32 -lopengl32 -lwinmm -Iexternal -DPLATFORM_DESKTOP && ${file_base_name}.exe"
           }
       ]
   }
   

5. Open some example file, press Ctrl+Shift+B and choose “Raylib - Run”.
6. Enjoy.