After all the above dependencies have been set, download DeltaEngineCpp, and place it in any folder you like (we use C:\Code\DeltaEngineCpp, but C:\Program Files\DeltaEngineCpp also works fine, just make sure you update the include and library paths below).
If you want to make sure you are always using the right path, you can add an Enviromental Variable with the path, something like:
DeltaEngineCppPath C:\code\DeltaEngineCpp

Also:
Remember that the Dlls of the library must be placed on a path where Windows will search for them.
Usually on the same directory of the Application or in some Windows-common location.
You can copy the .dlls from the DeltaEngineCpp library path:
C:\Code\DeltaEngineCpp\lib To where you application executable resides, or:
Add a path directory to the Windows "Path" environmental variable:
Finally Just create your program solution as a Visual C++ / Win32 Project application.