Either start a new project and add all files (make sure not to change relative paths), and then edit them, or open project/solution/workspace file provided with the source code - this should load all files to your IDE (example extension is .vcproj for projects created in Visual Studio).
actually i should have given more information. The project not only has cpp and header files but also many xml files, png files and other godforsaken daunting extentions like .elmt, .desktop, .conf etc.
You really shouldn't have to care about them individually. For such complex projects there MUST be some project file provided. The only problem is that you might be using different IDE than original author, and they may not have included project file compatibile with your IDE. There is also the question of additional dependencies, such as external libraries, that are not part of the source code, but are needed to successfully compile the project. You need to get more information at the source (meaning author - not his work ;) - or look for "HowToBuild.txt" :).