In the pro file, I added:
LIBS += -l$$PWD/openEXR/lib/Iex-3_1_d
LIBS += -l$$PWD/openEXR/lib/IlmThread-3_1_d
LIBS += -l$$PWD/openEXR/lib/Imath-3_1_d
LIBS += -l$$PWD/openEXR/lib/OpenEXR-3_1_d
LIBS += -l$$PWD/openEXR/lib/OpenEXRUtil-3_1_d
INCLUDEPATH += $$PWD/openEXR/include/Imath
INCLUDEPATH += $$PWD/openEXR/include/openEXR

My test code:
openexrloader.h

#ifndef OPENEXRLOADER_H
#define OPENEXRLOADER_H
#include <QWidget>
#include <QtCore>
#include <QtGui>
#include <QImageIOPlugin>
//Imath
#include <half.h>

//openEXR
#include <OpenEXRConfig.h>
#include <ImfRgbaFile.h>
#include <ImfRgba.h>
#include <ImfArray.h>

//Namespace
#include "namespaceAlias.h"
class openEXRLoader:QObject
{

public:
    explicit openEXRLoader();


    void writeRgba1 (const char fileName[],
                    const IMF::Rgba *pixels,
                    int width,
                    int height);
signals:

};
#endif // OPENEXRLOADER_H

openexrloader.cpp

#include "openexrloader.h"

openEXRLoader::openEXRLoader():QObject()
{
    const char fileName[] = "D:/test.exr";
    //Declare a pointer in the memory for RGBA
    IMF::Rgba *pixels = NULL;
    int width = 100;
    int height = 100;

    try
    {
        writeRgba1(fileName, pixels, width, height);
    }
    catch (const std::exception &exc)
    {
        std::cerr << exc.what() << std::endl;
    }
}

void openEXRLoader::writeRgba1 (const char fileName[],
            const IMF::Rgba *pixels,
            int width,
            int height)
{
    IMF::RgbaOutputFile file (fileName, width, height, IMF::WRITE_RGBA);      // 1
    file.setFrameBuffer (pixels, 1, width);                         // 2
    file.writePixels (height);                                      // 3
}

NO errors, but the code will crash.

Which part do I did it incorrectly?

Thank you for help.