The Traditional Max Software Development Kit contains the API (headers, source, libraries) for building external objects (plug-ins) in C for Max. It additionally includes documentation of the API and example projects using the Xcode and Visual Studio development environments.
The SDK is structured as a Max package. Simply place the SDK in your Max 8/Packages folder to begin working.
If you are interested in using Modern C++ to write external objects, please take a look at the Min DevKit.
It is highly recommended that you test your code thoroughly. One option is use the max-test package.
For support, please use the developer forums at: http://cycling74.com/forums/