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1. Install MSMPIv6, MSMPIv10 will throw error: '_Out_writes_' has not been declared.
Execute both msmpisdk.msi and msmpisetup.exe

2. copy "%windir%/system32/msmpi.dll" to your project root folder

3. run g++ -I "<PATH TO MPI_INC (%MPI_INC% or C:\Program Files (x86)\Microsoft SDKs\MPI\Include)>" -L . -lmsmpi -g <cpp file name> -o <exe filel name>

if you will not include MPI_INC, you will get
    mpi.h: No such file or directory