C++ PROJ.4 Geographic information manipulation - c++

Question

I am trying to include the C++ library PROJ.4 in my C++ project for manipulating map data. So far I have not been able to make any headway.
I am wondering if there is a good samaritan out there with experience integrating PROJ.4 in their projects on Windows. Do you have a step by step knowledge of how to integrate the source code into your project?
The downloaded file has an "src" folder separate from an "include" folder. Their website says to include the header "proj.h" which is located in the "src" folder. I tried that in a Sandbox to no avail.
I am missing the steps to prepare the source code to integrate in my C++ project. If anyone has gone through the steps from the source code and can walk me through it, I would greatly appreciate it.
#include <stdio.h>
#include <C:\PROJ4\src\proj.h>
int main(void) {
PJ_CONTEXT* C;
PJ* P;
PJ* P_for_GIS;
PJ_COORD a, b;
C = proj_context_create();
P = proj_create_crs_to_crs(C,
"EPSG:4326",
"+proj=utm +zone=32 +datum=WGS84", /* or EPSG:32632 */
NULL);
if (0 == P) {
fprintf(stderr, "Oops\n");
return 1;
}
/* This will ensure that the order of coordinates for the input CRS */
/* will be longitude, latitude, whereas EPSG:4326 mandates latitude, */
/* longitude */
P_for_GIS = proj_normalize_for_visualization(C, P);
if (0 == P_for_GIS) {
fprintf(stderr, "Oops\n");
return 1;
}
proj_destroy(P);
P = P_for_GIS;
/* a coordinate union representing Copenhagen: 55d N, 12d E */
/* Given that we have used proj_normalize_for_visualization(), the order of
/* coordinates is longitude, latitude, and values are expressed in degrees. */
a = proj_coord(12, 55, 0, 0);
/* transform to UTM zone 32, then back to geographical */
b = proj_trans(P, PJ_FWD, a);
printf("easting: %.3f, northing: %.3f\n", b.enu.e, b.enu.n);
b = proj_trans(P, PJ_INV, b);
printf("longitude: %g, latitude: %g\n", b.lp.lam, b.lp.phi);
/* Clean up */
proj_destroy(P);
proj_context_destroy(C); /* may be omitted in the single threaded case */
return 0;
}