We use Visual Studio 2008 Standard Version. So to minimize issues use that exact version. Please use our latest version 4.31b
The basic process is:
#1 open the "solution" of the example in VS
#2 Select either Release or Debug Configuration
#2 Build/Rebuild
#3 Run
There is a solution to build all the examples in <root>\PC VC Examples\BuildAllExamples
There is a solution in the root directory called BuildAllLibs.sln to rebuild all the C++ MFC libraries and the .NET libraries use this. But it should not be necessary to only compile the examples without changing anything in the C++ or .NET libraries.
HTH
Regards
TK