In Visual Studio:

0)  Create an empty C/C++ project.

 
In MATLAB:

1)  Write the m-file with one function to expose to C/C++.

        function [xp, length] = ExpandArray( x, interval)
        xp = 0:interval:x(length(x));
        length = length(xp);

2)  Create a deployment project (File->New->Deployment Project).

3)  Add m-file to “Exported functions” in deployment project.

4)  Change the settings of the deployment project to put the output directory output to the directory of the source files for the C/C++ project.  Set the Library Name (e.g. “Functions”).
In Visual Studio:

5)  Right-click on the project->Properties.

5a) Under C/C++->General, add the directory of the MATLAB header files to “Additional Include Directories”:

      "C:\Program Files\MATLAB\R2007a\extern\include"

5b) Under Linker->Input, add the directory of the MATLAB libraries and the location of your newly created MATLAB library to “Additional Dependencies”:

      "C:\Program Files\MATLAB\R2007a\extern\lib\win32\microsoft\mclmcrrt.lib"
      "C:\...\Functions.lib", where "..." is the path of the output directory set in step 4

6)  Add the created header file to your project and include it in your C/C++ code where appropriate.

7)  In your C/C++ code, initialize the MATLAB component:

      bool ret = FunctionsInitialize();
      if (!ret){
        std::cout << "Error initializing MATLAB Component Runtime\n";
        system("PAUSE");
        return 0;
      }

8)  Create the input variables to the MATLAB function:

      double x[4] = {1,2,3,4};
      mwArray mwX(1,4,mxDOUBLE_CLASS);
      mwX.SetData(x,4);
      mwArray mwInterval((double) 0.1);
      int nargout = 2; // this says you will be using 2 outputs, xp and length

9)  Create the output variables from the MATLAB function:

      mwArray mwXP;
      mwArray mwLength;

10) Call your function:

      ExpandArray(nargout, mwXP, mwLength, mwX, mwInterval);

11) Get the data out of the mwArrays:

      int length;
      mwLength.GetData(&length, 1);

      double *xp = new double[length];
      mwXP.GetData(xp, length);

12) Terminate the use of the MATLAB component:

      FunctionsTerminate();

 
Notes:

If you only want to return one variable from your MATLAB function, set
nargout to 1 and the return variable will be as such:
  int returnVariable = MyFunction(nargout, inputVariable);