C++ ASIO driver setup

I ask you for help with the setup of ASIO sdk. I would like to use it to connect some external devices to my system but before that I am struggling to even join ASIO to my programme.

I've downloaded ASIO 2.3 from there: http://ift.tt/1zBp7uO

and unfortunately C++ isn't my strongest point. SDK contains few folders (is folder named "Common" having every file needed?), there is no *.lib file only *.cpp and *.h files.

1. I don't know which files are necessary so the SDK is installed completely.


2. I was thinking about merging everything into one library but I don't know which files are important for SDK...


3. Can you give me any hints how can I add files to my program so I can start using ASIO functions in my code?