Re: What should I use in Qt?
Qt Creator is simply a code development IDE designed for developing Qt applications. It is not Qt, which is a set of libraries for abstracting graphics and operating system details to allow writing applications in an operating system independent way.
If you want to develop applications with Qt Creator, you need to configure a toolchain: compiler, linker, debugger, etc. On Windows, Visual C++ or GCC are the most commonly used. If you have not done this, then you should start with the Qt Creator documentation. If you want to develop Qt applications, you'll also need to install Qt and configure Qt Creator to use it.
If you want to use an external (non-Qt) library in a Qt application, then you will need to add it to your project configuration (cmake or qmake). This is also described in the documentation.
Since GMP is mostly designed for use on a linux/Mac PC, you will probably have to build it yourself from the source code if you want to use it on Windows. From looking at the source code, that is a big job and off topic for this forum. If you search hard, you might be able to find a site with a pre-built Windows binary.