To make any games based on Orx, we first need the Orx Library. And to get the library, we need to clone the Orx repository.
To clone Orx, follow this guide: Cloning Orx from Github. This guide will also explain what happens when Orx is cloned and the various features set up on your system to make things easy for you. Once done cloning Orx, head back here.
Now to build the Orx Library. Follow the steps below to choose your IDE and build Orx:
If you don't have a compiler and editor yet, these guides can help you get started with some choice suitable for Orx. Windows does not need any particular set up.
Now you have your own Orx Library, and Development Environment, you have all you need to start making games.
Next: Take a high level look at How Orx works.