First question: You should not ask a question saying "it does not build" and saying nothing about your build problem. Do you want us to download the project and guess what is Ok and what is not depending on VS and OS versions? Update your question with your build problem.
Second question: Use Google: Building Browser Helper Objects with Visual Studio 2005 It's old now, but nothing has really changed since then. Alas, you must have an ATL capable version of VS, and the Express versions are not. Anyway,I very strongly discourage writing a C++ BHO without the help of ATL
. You may get the ATL sources by downloading a recent SDK, but you will not have the wizards. If you have a "full" VS2008, it will do the job perfectly well.
Third question: general guidance is the IHTMLWindow2 execScript method