Hi mrbarrysoftware and welcome to the forum

There is some info on building GM in the FAQ. I'll describe it below as well...
1) Copy all the files from src\gm (not sub folders yet) to your project.
2) Delete gmDebugger.cpp or don't include it in your project.
3) Copy gmConfig_p.h from one of the platform folders. win32msvc is the only one I maintain.
4) Compile as you like, as static lib or directly as part of your project.
You may need to modify the gmconfig_p.h for your platform. This is mostly to map GM types to appropriate compiler types. You may need to set endian and perhaps map some standard library functions.
After that...
5) Add some src\binds files that you need or grab some bindings and extensions from elsewhere.
If you have Windows and a Express copy of Visual Studio or better it can be helpful to browse the example projects.
Let us know how you go.