Newbi question initial setup

Hi there

I am completely new to the land of GPU programming and CUDA and I stuck at the first hurdle. At the moment I am working on trying to make performance saves in a pre-existing directx 9 game by adding in CUDA code and making use of the GPUs. My question is this: what do I need to do in order to link my game so that it has access to the CUDA library? By that, I mean what do I need to link etc?

I have googled this for about a week and the only thing I could about setting up a CUDA project involved creating 2 projects that spoke to one another with one containing all of the CUDA code, and the other the C++ he was writing. Is this the correct way to go about adding in CUDA to a project that is already built and just wants to off-load some systems and calculations to be ran on the GPU?

Any help on this matter would be appreciated.