Playing at home
In order to install the game in your PC or laptop, you must install the CUDA SDK before. It is available to be downloaded from from the Nvidia Web pages. Instructions to proceed can be found here, customized for Windows, Linux or MacOS users.
Next, you must pay attention to the structure of the directories of your installation, and do something similar to place your mytoy.cu program, to be downloaded here. An example about how to proceed for the case of a Linux machine is described in this link, where we show how to install the game on a GPU hosted at UMA. Basically, the mytoy.cu file holding the CUDA Code should be placed in the NVIDIA_GPU_Computing_SDK/C/src/mytoy path, as the path NVIDIA_GPU_Computing_SDK/C/src/ is used to host all CUDA C source codes we want to compile and execute.
Finally, to use the Makefile files that compile in a very convenient way, you can adapt any of those provided by the SDK in the examples hanging from the NVIDIA_GPU_Computing_SDK/C/src/ path, or just execute the nvcc mytoy.cu command.