Hi Grant,
1) do you mean that you have open Examples.sln
and it not compiles for you?
If yes, then what errors you see?
Examples should work from scratch.
MAY BE - please check this, you have install VSDK x64,
but in examples Win32 is selected -- this is the top middle menu in toolbar of visual.
2) This
tutorial explains major steps todo to start a new project, add VSDK libs, the first lines of code.