First step is to acquire SDL
Then
> WINDOWS
> vcvarsall
> cl -nologo -Oi -Od -Zi -MD ../game.cpp -I"<your sdl root>/include" /link -out:iarc.exe -subsystem:console -debug SDL2.lib SDL2main.lib opengl32.lib
$ LINUX
$ mkdir bin
$ cd bin
$ g++ ../game.cpp -o game -lGL `sdl2-config --cflags --libs`