Use C++ to call the user-defined function by Engine

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Hi, guys. I am trying to use C++ to call a myself-defined function by Engine. However, whenever I debug the code, it shows: To get started, type one of these: helpwin, helpdesk, or demo. For product information, visit www.mathworks.com. Since I can use the Engine to call the MATLAB functions without any problem, I want to know if we can use C++ to call the user-defined function by Engine. Has anyone done this before? If it is feasible, which folder should the m file be put in??
In addition, I want to know if we can directly call and run the m file from C++.
I use VS2010 and Matlab R2013a. My operating system is 64bit. Thank you. »

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