You build your own applications like you build the sample applications.
This topic lists the prerequisites you need to build your own C or C++ applications. For additional guidance on how to build your own applications, use the makefiles provided for each sample application.
On Windows, if you are building a C or C++ application, make sure that your compilation settings are correct. All of the XMS libraries are compiled using the multithreaded runtime libraries. Therefore, when you are a building C or C++ application using the XMS libraries, make sure that your project or makefile compiler flag settings are set to select multi-threaded runtime libraries (/MD or, for debug, /MDd), and not single-threaded runtime libraries (/ML or, for debug, /MLd).
Build your C or C++ application, as described in Building the C or C++ sample applications