If you want some "Hello World", add the following line at the end of CGame::Init in Game.cpp
(I assume you know how to compile the solution)
After compiling (I asssume you're using 64bit) and starting Bin64\Editor.exe you should find "Hello World!" in Editor.log in the CE3 SDK root directory.
You should know that the SDK only allows modifications of the game code, you don't have the code of the "low level" graphics, physics or AI functions. So you aren't able to use it in the same way as GLUT, SDL or even OGRE.