Open Cmd Prompt here and enter

MyICP.exe 		//to run with default <nMaxIters = 407> value
MyICP.exe 77		//to run at most 77 iterations

You can also run it from Visual Studio or some other IDE;
no external library required (except Eigen, which is already provided as a folder).

Yusuf Sahillioglu's C++ implementation of Eq. 21 from the seminal paper:
A Method for Registration of 3-D Shapes.



--ysf
