You can download the library files directly under the Drivers tab; under Windows, it is the 3rd option.
Take a read through the library information document, it will explain how to do the rest. This document is located under the Programming tab, near the top of the page is a pdf named "Description of the Phidget Libraries." open that and have a read through, what you are probably looking for is on Page 3 if the document. If you have trouble after that, I can try to assist you further.