SNL is a template library, and there is no elaborate setup required. Just put the header files in your include path, and you are all set.
You'll also need to have CppUnit installed on your system in order to be able to run the SNL test suite, which is highly recommended before you start using SNL in your projects.
(The test suite is included only in the full distribution.)
If you have Visual Studio.Net v7.1 or later, simply open snl.sln and build the solution.
If you don't have VS.Net or if you would just like to use a makefile (e.g. on Unix platforms), then simply create one for testdriver and point your include path to the necessary package directories.