Hope, you've already installed the AMD APP SDK and compatible driver on your system. Otherwise, please install the packages using below links:
AMD APP SDK -> app-sdk
Driver -> Download Drivers
To build and run OpenCL project, please refer the section ''Building and Running OpenCL Programs" in AMD Programming User Guide (/AMD_OpenCL_Programming_User_Guide2.pdf ) which shows how to build an OpenCL program using Visual Studio on Windows. Though I've not used the cl.exe myself to develop an OpenCL project, I hope, you can figure out the cl.exe command-line options to achieve the same if you are already familiar with the cl.exe.