Get HiGHS: git clone https://github.com/ERGO-Code/HiGHS.git Compile HiGHS with Visual Studio to generate the exe, dll and lib files and thtis can be linked this to this test C application: First you need cmake which is not part of visual studio. It can be installed from here: https://cmake.org/download/ Then do the following, starting from the HiGHS folder: mkdir build cd build cmake -DFAST_BUILD=off .. cmake --build . --config Release This will generate under bin\Release the following files: capi_unit_tests.exe csharpexample.exe highs.dll highs.exe HighsCsharp.dll unit_tests.exe Note to run the csharpexample file you need to copy highs.dll to libhighs.dll Under bin\lib\Release, highs.lib is generated to link a c program with such that it can call the dll Note that I added to the last cmake command --config Release This to generate the release version of the binaries because by default it generates the debug versions which are alot larger and possibly slower.