Using Microsoft Visual C++ 6:
   1. Open fitdist.cpp
   2. Hit F7 to compile (this will generate errors).
   3. Answer Yes to "Create Default Workspace?"
   4. Hit Alt+0 to get Workspace view if it is not already available.
   5. Click File View tab and expand fitdist files.
   6. Right click fitdist files and click "Add File..."
   7. Add the file fitfunc.cpp.
   8. Click Build | Set Active Configuration. Choose Debug if you're
      debugging, Release for final version (smaller, faster exe).
   9. Hit F7 to build. The executable will be placed in .\Debug or in
      .\Release, depending on your choice of configuration above.

Using gcc:
   1. Whip out your gcc and make skills from CS70.
   2. Write a makefile.
   3. Make.
   4. Enjoy.