How do you correctly install oF?

I still can't figure it out, Visual Studio 2015 is missing all of __builtin_ except one and Code::Blocks says can't open icon file 'icon.ico': No such file or directory and goes then for every header file.
I spend hours just trying to make it work but it never actually did.
There's not much information about these errors on Google.
Some people might have it very easy to set it up but I am very confused. And yes the projects are in the directory openFrameworks\apps\myApps.