ODE solver in C++

I am working on a project where I have to convert code that is written in MATLAB, to C++. I do not have access to MATLAB's complier. I am trying to solve a system of three coupled first order differential equations. In MATLAB this is done using ode45, how would I do the equivalent in C++???

Thanks!
There is a library for this called odeint: http://headmyshoulder.github.io/odeint-v2/
I have been trying to use that I'm visual studios, however I keep getting an error saying it can't find the directory.
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