MRPT CDisplayWindow3D crash, using windows binaries

I am building a project using mrpt. I am linking the windows binaries in a c++ project, visual studio 2015, 64 bit. When I run this code, to create a window:

//.h

        #include <mrpt/opengl.h>
        #include <mrpt/opengl/CPointCloudColoured.h>
        #include <mrpt/gui.h>
        #include <mrpt/utils/CConfigFile.h>
        #include <mrpt/utils/CConfigFileBase.h>
        using namespace mrpt;
        using namespace mrpt::gui;
        using namespace mrpt::poses;
        using namespace mrpt::utils;
        using namespace mrpt::math;
        using namespace mrpt::opengl;

...

public:

    CDisplayWindow3D* win;

//.cpp (in constructor of class).

win = new CDisplayWindow3D("Scene",1920,1080);

I get a crash, with this:

Exception thrown at 0x00007FFA6F012356 (libmrpt-gui156_msvc140_x64.dll) in dataset.exe: 0xC0000005: Access violation reading location 0x000000000000AE18.

I have these include paths:

C:\Program Files\mrpt-1.5.6\libs\hwdrivers\include
C:\Program Files\mrpt-1.5.6\libs\graphs\include
C:\Program Files\mrpt-1.5.6\libs\vision\include
C:\Program Files\mrpt-1.5.6\libs\obs\include
C:\Program Files\mrpt-1.5.6\libs\maps\include
C:\Program Files\mrpt-1.5.6\libs\gui\include
C:\Program Files\mrpt-1.5.6\libs\opengl\include
C:\Program Files\mrpt-1.5.6\libs\base\include
C:\Program Files\mrpt-1.5.6\include\mrpt\mrpt-config

and these libs linked:

libmrpt-base156_msvc140_x64.lib
libmrpt-opengl156_msvc140_x64.lib
libmrpt-gui156_msvc140_x64.lib
libmrpt-maps156_msvc140_x64.lib
libmrpt-obs156_msvc140_x64.lib
libmrpt-vision156_msvc140_x64.lib
libmrpt-graphs156_msvc140_x64.lib
libmrpt-hwdrivers156_msvc140_x64.lib

Why is this crashing? What am I doing wrong here?

Thank you.