First, the connection to database is missing, you should have something like :
int i=0;
EXEC SQL CONNECT TO target [AS connection-name] [USER user-name];
Or
PGconn *conn;
int buf_ptr=0;
int i=0;
conn = PQconnectdbParams(const char **keywords, const char **values, int expand_dbname);
then save your source file as prog.pgc and run :
ecpg prog.pgc
this will create a file called prog.c which can be compiled as a standard C file.