issue 1: hardcoded folders in the example project: search for all mentions in the sdk project files and replace it with the actual folder (e.g. with notepad++ search in files function)
issue 2: d3dx9.h not found: install DX sdk from June 2010 from here: https://www.microsoft.com/de-DE/download/details.aspx?id=6812 (I hope the german link works with other languages) and add the include and lib folder in the project settings instead of the WinSDK ones
issue 3: XAudio2 unresolved: I solved this with a solutiion mentioned by Brian in the Q&A:
Open a Nuget packet manager console and run the following command:
“Install-Package Microsoft.DXSDK.D3DX -Version 9.29.952.8”
( see NuGet Gallery | Microsoft.DXSDK.D3DX 9.29.952.8)
issue 4: After doing that it compiled but complained about some missing DLLs (sdkencryptedappticket.dll and steam_api.dll missing). The steam_api.dll can be found in the redistributable_bin folder and the sdkencryptedappticket.dll in public\steam\lib\win32. copy those to the debug and release folders (where you find the built .exe).
The release build works just fine, in the debug build it crashed when I tried to create a LAN server.