You have to be in the C:\dgnLib directory and then execute nmake /f Makefile.vc from that directory. The makefile will only search the current directory for the cpl_config.h file. Thus, when you are executing the makefile from C:\Program files\Microsoft Visual Studio 9.0\Vc, the makefile expects to find cpl_config.h in that directory. But it isn't in that directory.
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