Compile from command line instead of inside Visual C++ 2005 Express Edition?

(I'm not sure if this is the best newsgroup to ask this question.
Let me know if there's a more appropriate newsgroup to post this
question to. A lot of smart people in this newsgroup.)

I just finished installing Microsoft Visual C++ 2005 Express
Edition, and then installed the Microsoft Platform SDK, following
the instructions at:

http://msdn.microsoft.com/vstudio/express/visualc/usingpsdk/

and the test program compiles and runs fine when I open the
Visual C++ 2005 Express Edition program and compile within
the program.

Now my question is can I compile from the command line?

I tried going to the directory where my test program "testsdk.cpp"
was and running the command:
> cl.exe testsdk.cpp

and I got the following output:
--------(begin output)-----------
testsdk.cpp

NOTE: WINVER has been defined as 0x0500 or greater which enables
Windows NT 5.0 and Windows 98 features. When these headers were released,
Windows NT 5.0 beta 1 and Windows 98 beta 2.1 were the current versions.

For this release when WINVER is defined as 0x0500 or greater, you can only
build beta or test applications. To build a retail application,
set WINVER to 0x0400 or visit http://www.microsoft.com/msdn/sdk
to see if retail Windows NT 5.0 or Windows 98 headers are available.

See the SDK release notes for more information.

testsdk.cpp(149) : error C2664: 'DialogBoxParamA' : cannot convert parameter 4 from 'long (struct HWND__ *,unsigned int,unsigned int,long)' to 'int (__stdcall *)(struct HWND__ *,unsigned int,unsigned int,long)'
None of the functions with this name in scope match the target type
-------(end output)---------

So first I don't know anything about WINVER and what that warning
message is about, though I would eventually like to compile a
release version. And I don't know why it doesn't compile. Perhaps
there's a bunch of command line switches I'm supposed to add.
(The only thing I'm confident about is that I have no idea what
I'm doing... :)

I tried going to:
http://www.microsoft.com/msdn/sdk
but it just took me directly to:
http://msdn2.microsoft.com/en-us/default.aspx

-S.R.D.D.
.

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