How do I get the EnvDTE code to work?

I was looking around for a C++ example for the EnvDTE object and I found this:

http://msdn.microsoft.com/en-us/library/envdte.debugger.aspx

Which is awesome, or so I thought.  How do I get this to compile?  What settings do I need to change?  The documentation is severely lacking.

Looking around, I found a video regarding the the Object Browser, but I still am not able to load in the object as it doesn't exist.  Searching for Breakpoint, I found DebuggerService, but I cannot add it, though it looks like what I am looking for. Unfortunately, it uses managed C++ (there are ^ symbols instead of *, which IIRC are managed pointers) and I do not have my project setup for that and cannot change it that radically.

Anyone have any idea where I can go from here?

Thanks, 

A

Adrian