Someone teaches me how to compile (c++)?

[Fernando Sousa]

I want to learn to program in C + +, and for that I try to not only learn the language from a theoretical as well, in a practical way. I'm wandering through sourceforge.net seeking applications for windows, written in C + +, preferably games (more precisely chess), and since its source code is available. Even if the source of these below are available here, I can not handle them out to generate. exe. If possible please indicate other projects.
http://simontacchi.cvs.sourceforge.net/viewvc/simontacchi/?view=tar;
http://cinag.cvs.sourceforge.net/viewvc/cinag/?view=tar;
http://download.codeplex.com/Project/Download/FileDownload.aspx?ProjectName=as (this is the assault cube);
and PouetChess (its source code is easy to find here is the basic link:
http://sourceforge.net/projects/pouetchess/.
I have several IDEs for C + +, including Visual Studio C + + 2008.
Please teach me to handle SOURCE FILES and the HEADER FILES to generate the .exe
Thanks.


NOTE: I do not speak English, I used a translator online free. Below is the original in Portuguese (my language):

Algu