Hi Mark,
I understand what you say. OK that's what the guy in the video named his folder but Mach3SDK.exe does not exist.
In the video the debugging template shown is actually Visual C++ 2003 which is the framework for creating the .DLL plugin.
It is perhaps a bit confusing but start out with a blank template and follow James Lenoard's tutorial, it will all make sense in the end ( hopefully

).
Tweakie.