The SDL Game Engine (or SGE) does not yet provide a installation and is planned to be a static library so the user does not have any dependencies for running games built with it.
To start a new project, just create a folder, e.g. projects/myproject within SGE's source directory.
Copy the file default.Makefile found in SGE's doc directory over to your new directory and name it Makefile
Edit the Makefile in your new directory, you'll find a line saying:
PROJECTNAME=__YOUR_PROJECT__
You may have already guessed it: just rename __YOUR_PROJECT__ with the name your binary should be named.
In this Makefile you'll find a row saying:
OBJ=main.o
This line shows the build system, that there is a file named main.c containing your code. So you should start your project in a file called main.c . Ofcourse you can rename it, but don't forget to also rename the line mentioned above.
If you need more than one file for your project, just add them before the main.o with a .o suffix. So if you'll have the main loop of your game in a file called game.c, the line would be:
OBJ=game.o main.o
Do not add the files with the .c suffix, or your files will be deleted on a make clean!
You are now prepared to build your project by typing make or clean it up by typing make clean