"cl" is the Microsoft Visual Studio compiler. Given a single (but complete) source file, it will compile and link the source for you in one step. Of course, if the complete project is not in one file, you either have to give multiple source files to the compile command, or, if you have MANY files to compile, you'd have to compile one or a few files at a time, and link later.
You should really know how to do that if you are capable of writing an application that generates C++ code. How do you compile that?
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Mats