To run in visual studio you may need to install the boost library manually. This can be done from here: 32-Bit: http://boost.teeks99.com/bin/1.55.0/boost_1_55_0-msvc-12.0-32.exe 64-Bit: http://boost.teeks99.com/bin/1.55.0/boost_1_55_0-msvc-12.0-64.exe
You will also be required to have ST-Developer Installed, If you do not have it you can download it at http://www.steptools.com/products/stdev/personal.html
To run on you file you can either compile your file and run it as ./toXML.exe yourstpfile.stp Or you can change the command argument to yourstepfile.stp under Project -> toXML Properties.. -> Configuration Properties -> Command Arguments