In order to use the C++ AIMMS SDK you need to extend the header and library search path for the compiler/linker:

Additionally you need to link against the aimmssdk (dynamic link) library. For the Visual Studio compiler you need to link to the appropriate library version specified by

aimmssdk-${Toolset}.lib

Where the ${Toolset} variable depends on the Visual Studio version, the CPU architecture and the build-type you wish to build:

Toolset = ${vcVersion}_${Arch}_${BuildType}
vcVersion = vc120
Arch = Win32 | x64
BuiltType = Debug | Release

So, if you are building for example a release version of your application using Visual Studio 2013, targeting the x64 CPU architecture, the ${Toolset} should be:

vc120_x64_Release

and thus you should link to

aimmssdk-vc120_x64_Release.lib

See also the C++ using Visual Studio 2013 tutorial or take a look at the examples in the example folder (including a Makefile for linux using g++).