Download xport_common.zip and the project you want to use.

For these instructions, we'll say we want to use "mednafenx" as the project.

After downloading xport_common.zip and mednafenx.zip, unzip them both into the same directory.

After unzipping them, open the SLN file that will exist in the video\<project_name> directory
(e.g. video\mednafenx\mednafenx.sln) and it should compile fine in release mode.

Where you take it from there is up to you.  