Follow the Intel SGX Developer Reference Guide for Windows to add the Sample Enclave project from C:\Program Files (x86)\Intel\IntelSGXSDK\src\SampleEnclave\Enclave into the Visual Studio solution.
Compile and link the solution.
Create another executable project that links the .lib files for the untrusted DLL and the enclave DLL.
Paste the untrusted and signed enclave DLLs into the same directory as the executable.