I think... And the latest version of SGI STL is not for VC++.
For the SGI STL, the header files and the files without ext are all you need (code and algo are already written in the header files). Just make sure the SGI STL directory can be found by your C compiler (in case of VC++, you can follow the previous post; for gcc, etc., use -Ipath will do.) Note that the files without ext are also header files, just that they aggregately include all header files of one category.