Direct style:
cl /EHsc /std:c++17 COMIntegration.cpp /link Shlwapi.lib /out:"..\Release\COMIntegration.exe"

For a debug build with PDB:
cl /EHsc /std:c++17 /Z7 /DEBUG:FULL COMIntegration.cpp /link Shlwapi.lib /out:"..\Release\COMIntegration.exe"

CMake style:
cmake ../COMIntegration~ -B ./build
cmake --build ./build --config=release -- /p:OutDir=..