Start with the most simple that you can think of. Write a main and start it. What happens? Nothing? Just a fast shut down? An error message? Try to be more informative, otherwise we have to guess in fog...

http://www.puppenheim.org/
http://www.wuerfels-welt.de
Old Game Tutorial: http://www.puppenheim.org/MITutorial.zip
Free Game Editor: http://puppenheim.org/AlienalsWeihnachtsmann.zip
http://www.puppenheim.org/blender_starting_main_settings.txt