Step 1
First, you will need Microsoft Visual Studio and install XLW onto your PC. Use Template Extractor:
Choose the Visual Studio version correctly. Note that if you are using Visual Studio 2012 you will need to choose VC10 instead of VC12.
Step 2
The template you just created is a skeleton VS project which allow you to develop XLL. Once you fire up template.sln, you will notice that the project is setup nicely for you to start development.
As an example, I did a test function that return the square of a number:
As usual, for every function you create in C++ you will need to declare it in the header. But this time, you will need to declare it onto cppinterface.h. This is the most important step you need to do in C++ and you are ready to compile the project.
Step 3
The compilation will create the XLL file and you will be able to find it in the output folder. In this case, I am using debug mode and "Template.xll" will therefore appear in the debug folder. Launch "Template.xll" and you should not encounter any error, if so then there must be an error in the compilation process. If there are no error then you can create a new worksheet and start using the "helloworld" function you just created.