Download the
SDK installer and run it; install the
SDK to any location you like
Create a new Visual Studio Solution and add at least one .cpp file
Right-click the project, go to properties and choose 'All configuration' in the leftmost dropdown list
Go to C++, General and add the
SDK 'Include' directory as an additional include directory here:

Go to Linker, Input and add the library files in the
SDK 'Lib' folder as dependencies:

Set the project to the 'Release' configuration, add some code, and build
Copy all .dll and .pdb files in the
SDK 'Bin' directory to the directory where your application binary is placed (Release/-directory)
Done!
Example code to test whether the SDK is installed and configured in VC++ correctly:
#include <EP/include/ependpoint.h>
#include <TJScript/include/tjscript.h>
#include <TJNP/include/tjsocket.h>
#include <TJShow/include/tjshow.h>
#include <TJScout/include/tjscout.h>
#include <TJSharedUI/include/tjsharedui.h>
#include <TJDB/include/tjdb.h>
#include <TinyXML/tinyxml.h>
using namespace tj::shared;
int main(int argc, char** argv) {
Log::SetLogToConsole(true);
Log::Write(L"SDKTest/Main", L"Starting up!");
return 0;
}