After seeing quite a few questions about compiler errors, I thought I'd try to help make it easy as possible to get a running build going. So here's a quick tutorial video to that effect. Hope it helps.
Building Handmade Hero From Pre-o... Files (As of Day 261 w/ VS 2015)
Also, the below seemed worth writing down somewhere (e.g. for those starting from day one and wondering what the other files are for):
You first need "Handmade Hero (Test Assets)" on Day 36.
You first need "Handmade Hero Art Pack 0 (intro_art.hha)" on Day 221.