The problem is not in the source file you downloaded, but the fact that you need to make 'an application'. Eclipse cannot compile 'just some functionality' unless you instruct it to build a library. You will have to provide a WinMain / main function so that Windows knows what to do when you start the application.
That is what the compiler is complaining about, there is no main() functions it can compile into the application!
Easiest way to start is to start a Generic C Application in Eclipse and then add this sha2 source file and header to that project. The Generic C application project already has a main function you can work from..