What you want to do is use the New Project wizard under the File menu and build an example project. Don't make an empty project at this stage, as you need to understand more of what's involved with library files and settings first. Build the example, and confirm that you've got it working. Notice all of those files in the Project windwo? Those are the libraries, source files, and header files you need to get the program to execute on the MCU. Now you can start adding your own code to the main.c file. There should also be some example projects on the CD that you can experiment and figure out to access the MCU's features and board peripherals. HTH.
---Tom