Compile them? Simple, learn programming.
Specifically C++ programming as these are C++ source codes.
It's not in a compilable format as it is to prevent "noobs" from leeching it and calling themselves 1337 h@x0rz etc.
It's pretty simple to compile. All you'll need to learn is how DLLs work and their entry points.
Huge Hint: Make a DLL, call the function specified in DLL_PROCESS_ATTACH